Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
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References listed on IDEAS
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More about this item
KeywordsREITs; MGARCH; Dynamic Correlation Coefficient (DCC); wavelet coherency; frequency domain;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
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