Work

Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach

Year: 2018

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2018.01.001

Authors: Naveed Raza, Sajid Ali, Syed Jawad Hussain Shahzad, Syed Ali Raza

Institutions: COMSATS University Islamabad, MBS School of Business, Ton Duc Thang University, Iqra University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2791844645

FWCI: 7.978

Cites: 73

Cited by: 49

Related to: 10