Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economics Bulletin 31 (2011) 3, pp. 42-42
This study examines the Time Varying Dynamic Conditional Correlations (TVDCC)among the returns of short term Money Market Rates, Real Effective Exchange Rates, and of other asset classes including, Stock Market (SM) indices and REIT indices during the Dot-com Bubble (2000) and Recent Global...
