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Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
Mokhtar, Maznita; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
led by the more established conventional REITs. The DCC-MGARCH model is applied to study the volatilities and correlations …
Persistent link: https://www.econbiz.de/10011109252
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Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis
Dimitriou, Dimitrios; Mpitsios, Petros; Simos, Theodore - Volkswirtschaftliche Fakultät, … - 2011
as a benchmark market. We employ a multivariate generalised autoregressive conditional heteroskedasticity (MGARCH) model …
Persistent link: https://www.econbiz.de/10011111100