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Commercial real estate investments and the term structure of risk and return
Rehring, Christian - 2010
Persistent link: https://www.econbiz.de/10008858368
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International volatility transmission of reit returns
Li, Deqing Diane; Lin, YingChou; Jin, John - In: The international journal of business and finance … 6 (2012) 3, pp. 41-51
Persistent link: https://www.econbiz.de/10009621170
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Correlation and Volatility Dynamics in REIT Returns : Performance and Portfolio Considerations
Fei, Peng - 2010
We examine the dynamics in correlations and volatility of REITs, stock and direct real estate returns using the monthly data from Jan 1987 to May 2008. To explore asymmetries in conditional correlation, the multivariate asymmetric dynamic diagonal conditional correlation (AD‐DCC) GARCH...
Persistent link: https://www.econbiz.de/10013145401
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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
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Idiosyncratic risk and spillover effect in REIT returns
Hui, Eddie Chi Man; Wang, Ziyou - In: International journal of strategic property management 22 (2018) 6, pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
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Searching for assets to hedge against inflation in the U.S. market
Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014575253
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The dynamic role of the Japanese property sector REITs in mixed-assets portfolio
Muhammad Zaim Razak - In: Journal of property investment & finance 41 (2023) 2, pp. 208-238
Persistent link: https://www.econbiz.de/10014294845
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Extreme return and volatility connectedness among real estate tokens, REITs, and other assets : Tthe role of global factors and portfolio implications
Abdullah, Mohammad; Adeabah, David; Abakah, Emmanuel … - In: Finance research letters 56 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014473599
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Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid; Jiang, Zhuhua; Xuan Vinh Vo; Yoon, Seong-min - In: Australian economic papers 62 (2023) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
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Relationship of public farmland and timberland REITs with their private equity counterparts and selected asset classes
Baral, Srijana; Mei, Bin - In: Agricultural finance review 83 (2023) 1, pp. 186-200
Persistent link: https://www.econbiz.de/10013552633