Time Variation in Diversification Benefits of Commodity, REITs, and TIPS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Grosche, Stephanie & Heckelei, Thomas, 2014. "Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets," Discussion Papers 166079, University of Bonn, Institute for Food and Resource Economics.
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More about this item
KeywordsDiversification; Commodity; REITs; TIPS; DCC;
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