| 期刊論文| 1. | Liow, K. H.、Ibrahim, M. F.、Chen, Z.、Ho, K. H.(2009)。Correlation and Volatility Dynamics in International Real Estate Securities Markets。Journal of Real Estate Finance and Economics，39(2)，202-223。   | | 2. | Eichholtz, P. M. A.(1996)。Does International Diversification Work Better For Real Estate Than For Stocks And Bonds?。Financial Analysts Journal，52(1)，56-62。 | | 3. | Wilson, P. J.、Okunev, J.(1996)。Evidence of segmentation in domestic and international property markets。Journal of Property Finance，7(4)，42-59。 | | 4. | Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。 | | 5. | Engle, Robert F.(2002)。Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models。Journal of Business & Economic Statistics，20(3)，339-350。 | | 6. | Bollerslev, Tim(1990)。Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model。The Review of Economics and Statistics，72(3)，498-505。 | 其他| 1. | Busching, T.(2007)。Germany Enters the REIT Universe with a Big Bang。 | | 2. | Chong, J., J. Miffre and S. Stevenson(2009)。Conditional Correlations and Real Estate Investment Trusts。 | | 3. | Cotter, J. and S. Stevenson(2006)。Multivariate Modeling of REIT Volatility。 | | 4. | Gordon, J. N., T. A. Canter and J. R. Webb(1998)。The Effect of International Real Estate Securities on Portfolio Diversification。 | | 5. | Longin, F. and B. Solnik(1995)。Is the Correlation in International Equity Returns Constant: 1960–1990?。 | | 6. | Steinert, M. and S. Crowe(2001)。Global Real Estate Investment: Characteristics, Portfolio Allocation and Future Trends。 | | 7. | Zheng(2007)。The performance of T-REITs and the Portfolio。 | |