Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
Year of publication: |
2014-06-29
|
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Authors: | Mokhtar, Maznita ; Masih, Mansur |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | REITs | MGARCH | Dynamic Correlation Coefficient (DCC) | wavelet coherency | frequency domain |
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