Extreme return and volatility connectedness among real estate tokens, REITs, and other assets : Tthe role of global factors and portfolio implications
Mohammad Abdullah, David Adeabah, Emmanuel Joel Aikins Abakah, Chi-Chuan Lee
| Year of publication: |
2023
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|---|---|
| Authors: | Abdullah, Mohammad ; Adeabah, David ; Abakah, Emmanuel Joel Aikins ; Lee, Chi-Chuan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-13
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| Subject: | Connectedness | Cryptocurrency | Extreme returns and volatility | Global uncertainty factors | Portfolio implications | Real estate tokens | REITs | Volatilität | Volatility | Immobilienfonds | Real estate fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Welt | World | Risiko | Risk | Immobilien | Real estate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473599