Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications

Author:

Abdullah MohammadORCID,Adeabah DavidORCID,Abakah Emmanuel Joel Aikins,Lee Chi-ChuanORCID

Funder

National Office for Philosophy and Social Sciences

Publisher

Elsevier BV

Subject

Finance

Reference42 articles.

1. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks;Abakah;Int. Rev. Finance,2023

2. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?;Akhtaruzzaman;Econ. Modell.,2021

3. Understanding the FTX exchange collapse: a dynamic connectedness approach;Akyildirim;Finance Res. Lett.,2023

4. Volatility in U.S. housing sector and the REIT equity return;Alam;J. Real Estate Finance Econ.,2022

5. Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: portfolio implications;Alam;Invest. Anal. J.,2023

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