The paper studies the temporal variations in the conditional correlations between REIT returns and equity, bond and commodity returns.
California State University-Northridge
EDHEC Business School
Cass Business School, City University
Type: | Working paper |
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Date: | le 02/06/2008 |
Extra information : | For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ [email protected] ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School. |
Research Cluster : | Finance |