Since its inception in 2007, the green bond market has experienced a compound growth
rate of 50% annually. In 2014, green bond issuance totaled USD 36.6 billion, more than …

We test the interconnectedness between returns on real estate (RE) crypto tokens and on
RE stocks using a quantile vector autoregression (QVAR) methodology. Our main findings …

Our study investigates the market-wide herding behavior in the US equity REIT market.
Utilizing the quantile regression method, we find that herding is more likely to be present in …

We apply a multivariate asymmetric generalized dynamic conditional correlation GARCH
model to daily index returns of S&P500, US corporate bonds, and their real estate …

We find conditional real estate‐stock correlations at the local, regional and global levels are
time varying and asymmetric in some cases for our sample of eight Asian securitized real …

In this paper, we investigate the correlation structure and dynamics of international real
estate securities markets by using daily returns of 20 national markets during the period …

We conduct a comprehensive out-of-sample assessment of the economic value adding of
commodities in multiasset investment strategies that exploit the predictability of asset return …

Diversification benefits of three “hot” asset classes—Commodity, Real Estate Investment
Trusts (REITs), and Treasury Inflation-Protected Securities (TIPS)—are well-studied on an …

The dynamic role of the Japanese property sector REITs in mixed-assets portfolio | Emerald
Insight Books and journals Case studies Expert Briefings Open Access Publish with us …

The problem of portfolio optimization is one of the most important issues in asset
management. We here propose a new dynamic portfolio strategy based on the time-varying …