Connectedness at extremes between real estate tokens and real estate stocks
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DOI: 10.1016/j.irfa.2024.103425
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More about this item
Keywords
Connectedness; Tokens; QVAR; hedge ratio; Real estate tokens; REITs;All these keywords.
JEL classification:
- G2 - Financial Economics - - Financial Institutions and Services
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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