Quantile connectedness and spillovers analysis between oil and international REIT markets
Author:
Funder
National Research Foundation of Korea
Ministry of Education
Publisher
Elsevier BV
Subject
Finance
Reference19 articles.
1. Quantile connectedness: modelling tail behaviour in the topology of financial networks;Ando;Manage. Sci.,2022
2. International asset allocation with time-varying correlations;Ang;Review of Financial Studies,2002
3. Quantile relationship between oil and stock returns: evidence from emerging and frontier stock market;Balcilar;Energy Policy,2019
4. Do oil-price shocks predict the realized variance of U.S. REITs?;Bonato;Energy Econ.,2021
5. Is wine a good choice for investment?;Bouri;Pacific Basin Finance J.,2018
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