{"id":"https://openalex.org/W1992743974","doi":"https://doi.org/10.1007/s11146-008-9131-5","title":"Volatility Decomposition and Correlation in International Securitized Real Estate Markets","display_name":"Volatility Decomposition and Correlation in International Securitized Real Estate Markets","publication_year":2008,"publication_date":"2008-06-27","ids":{"openalex":"https://openalex.org/W1992743974","doi":"https://doi.org/10.1007/s11146-008-9131-5","mag":"1992743974"},"language":"en","primary_location":{"id":"doi:10.1007/s11146-008-9131-5","doi":"https://doi.org/10.1007/s11146-008-9131-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11146-008-9131-5","pdf_url":null,"source":{"id":"https://openalex.org/S202178085","display_name":"The Journal of Real Estate Finance and Economics","issn_l":"0895-5638","issn":["0895-5638","1573-045X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Real Estate Finance and Economics","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1504184","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045898015","display_name":"Kim Hiang Liow","orcid":"https://orcid.org/0000-0002-1309-7273","observed_orcids":["https://orcid.org/0000-0002-1309-7273"]},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":true,"raw_author_name":"Kim Hiang Liow","raw_affiliation_strings":["Department of Real Estate, National University of Singapore, Singapore, Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Real Estate, National University of Singapore, Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5111843704","display_name":"Muhammad Faishal Ibrahim","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Muhammad Faishal Ibrahim","raw_affiliation_strings":["Department of Real Estate, National University of Singapore, Singapore, Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Real Estate, National University of Singapore, Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5045898015"],"corresponding_institution_ids":["https://openalex.org/I165932596"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":1.5413,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.88583388,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":97},"biblio":{"volume":"40","issue":"2","first_page":"221","last_page":"243"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.0013000000035390258,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10632","display_name":"Housing Market and Economics","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/real-estate-investment-trusts","display_name":"real estate investment trusts","score":0.6819999814033508},{"id":"https://openalex.org/keywords/volatility-decomposition","display_name":"volatility decomposition","score":0.7250000238418579},{"id":"https://openalex.org/keywords/market-segmentation","display_name":"market segmentation","score":0.7229999899864197},{"id":"https://openalex.org/keywords/international-real-estate-markets","display_name":"international real estate markets","score":0.7590000033378601},{"id":"https://openalex.org/keywords/common-factors","display_name":"common factors","score":0.5529999732971191}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7984743118286133},{"id":"https://openalex.org/C82279013","wikidata":"https://www.wikidata.org/wiki/Q684740","display_name":"Real estate","level":2,"score":0.6545752286911011},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5190377831459045},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5190154314041138},{"id":"https://openalex.org/C192620184","wikidata":"https://www.wikidata.org/wiki/Q7940002","display_name":"Volatility swap","level":4,"score":0.5105386972427368},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.5034796595573425},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4630665183067322},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.46169862151145935},{"id":"https://openalex.org/C44731940","wikidata":"https://www.wikidata.org/wiki/Q7940001","display_name":"Volatility risk premium","level":4,"score":0.44878578186035156},{"id":"https://openalex.org/C13290067","wikidata":"https://www.wikidata.org/wiki/Q915788","display_name":"Volatility smile","level":3,"score":0.4459303021430969},{"id":"https://openalex.org/C38815200","wikidata":"https://www.wikidata.org/wiki/Q697852","display_name":"Real estate investment trust","level":3,"score":0.4112863540649414},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.3759751617908478},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3624013662338257},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14565399289131165},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.05441191792488098},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s11146-008-9131-5","doi":"https://doi.org/10.1007/s11146-008-9131-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11146-008-9131-5","pdf_url":null,"source":{"id":"https://openalex.org/S202178085","display_name":"The Journal of Real Estate Finance and Economics","issn_l":"0895-5638","issn":["0895-5638","1573-045X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Real Estate Finance and Economics","raw_type":"journal-article"},{"id":"pmh:oai:scholarbank.nus.edu.sg:10635/46283","doi":null,"is_oa":false,"landing_page_url":"http://scholarbank.nus.edu.sg/handle/10635/46283","pdf_url":null,"source":{"id":"https://openalex.org/S7407052290","display_name":"National University of Singapore","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Scopus","raw_type":"Article"},{"id":"mag:3122103520","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1504184","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},{"id":"pmh:oai:RePEc:kap:jrefec:v:40:y:2010:i:2:p:221-243","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s11146-008-9131-5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"mag:3122103520","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1504184","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W566586761","https://openalex.org/W1533920443","https://openalex.org/W1556487974","https://openalex.org/W1879869234","https://openalex.org/W1952614310","https://openalex.org/W1966263969","https://openalex.org/W1974150787","https://openalex.org/W1979575715","https://openalex.org/W1990928740","https://openalex.org/W1991808773","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2000854380","https://openalex.org/W2007325233","https://openalex.org/W2012691952","https://openalex.org/W2033508520","https://openalex.org/W2040440745","https://openalex.org/W2040563960","https://openalex.org/W2059029708","https://openalex.org/W2065194732","https://openalex.org/W2076209196","https://openalex.org/W2077627780","https://openalex.org/W2078850698","https://openalex.org/W2080957024","https://openalex.org/W2090637028","https://openalex.org/W2090673133","https://openalex.org/W2091632768","https://openalex.org/W2095723024","https://openalex.org/W2105628219","https://openalex.org/W2111187892","https://openalex.org/W2122826327","https://openalex.org/W2131404552","https://openalex.org/W2132874737","https://openalex.org/W2158820974","https://openalex.org/W2160431482","https://openalex.org/W2172164632","https://openalex.org/W2186352745","https://openalex.org/W2239527829","https://openalex.org/W2891601610","https://openalex.org/W3021580254","https://openalex.org/W3122107118","https://openalex.org/W3125246470","https://openalex.org/W4388114226"],"related_works":["https://openalex.org/W3121749124","https://openalex.org/W2592177103","https://openalex.org/W7098959242","https://openalex.org/W1562569463","https://openalex.org/W2329933690","https://openalex.org/W1568672248","https://openalex.org/W3126108813","https://openalex.org/W2110036065","https://openalex.org/W3121878880","https://openalex.org/W2132410290"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":4},{"year":2012,"cited_by_count":2}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}