This paper investigates dynamic conditional correlations between stock and REIT markets in both Turkey and the U.S. We use an Asymmetric DCC - GJR - GARCH model to estimate the dynamic conditional correlation at daily, weekly, and monthly frequencies. Our contribution is threefold. First, we...

We consider the availability of new harmonized data sources and novel machine learning methodologies in the construction of a social vulnerability index (SoVI), a multidimensional measure that defines how individuals’ and communities may respond to hazards including natural disasters, economic...