Asymmetric causality analysis of the interactions between gold and REIT returns
This study examines the causal relationship between gold and real estate investment trust (REIT) returns. In particular, the paper uses a nonparametric causality-in-quantile approach to explore whether gold could serve as a hedging tool against movements in REIT returns. The results provide supporti...
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| Format: | Article |
| Language: | English |
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Global Social Science Institute
2019
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| Online Access: | View Fulltext in Publisher |