Imran, Zulfiqar Ali; Ahad, Muhammad - In: International Journal of Housing Markets and Analysis 16 (2022) 1, pp. 167-189
Purpose This study aims to compare the safe-haven properties of different asset markets such as gold, dollar, oil and … disaggregated real estate sector (house, plot and residential) against equity returns in Pakistan over the monthly period of January … correlation of asset classes. Further, the authors also study the potential of diversification at the tail of returns distribution …