Empirical evidence on the asymmetric relationship between bond and REIT returns
Year of publication: |
2015
|
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Authors: | Anoruo, Emmanuel ; Elike, Uchenna |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 6.2015, 3, p. 1-12
|
Subject: | REIT returns | bond yields | nonlinear causality | portfolio | diversification | risks | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kausalanalyse | Causality analysis | Anleihe | Bond |
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