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|
|Date :||le 02/06/2008|
|Complément d'informations||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ email@example.com ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Pôle de recherche||Finance|