Time Variation in Diversification Benefits of Commodity, REITs, and TIPS
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DOI: 10.1007/s11146-011-9311-6
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Citations
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- Shelly Singhal & Pratap Chandra Biswal, 2021. "Dynamic Commodity Portfolio Management: A Regime-switching VAR Model," Global Business Review, International Management Institute, vol. 22(2), pages 532-549, April.
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"Herding in international REITs markets around the COVID-19 pandemic,"
Research in International Business and Finance, Elsevier, vol. 67(PB).
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- Karanasos, M. & Yfanti, S., 2021. "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023. "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 198-211, May.
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- Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023. "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 13-28.
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- Yener Cos‚kun & A. Sevtap Selcuk-Kestel & Bilgi Yilmaz, 2017. "Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(4), pages 199-215, December.
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Keywords
Diversification; Commodity; REITs; TIPS; DCC;All these keywords.
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