Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategies

A Petukhina, S Trimborn, WK Härdle… - Quantitative …, 2021 - Taylor & Francis
Cryptocurrencies (CCs) have risen rapidly in market capitalization over the past years.
Despite striking volatility, their high average returns and low correlations have established …

[HTML][HTML] Macroeconomic risk factors and REITs returns predictability in African markets: evidence from a new approach

IO Fasanya, OB Adekoya - Scientific African, 2022 - Elsevier
This study examines the predictability of REITs returns considering the role of
macroeconomic risk predictors for three emerging African REITs markets, namely Ghana …

Macroeconomic risks and REITs returns: A comparative analysis

K Kola, O Kodongo - Research in International Business and Finance, 2017 - Elsevier
We study the relationship between the excess returns of REITs and volatilities of
macroeconomic factors in developing markets (Bulgaria and South Africa) and a …

The mixed asset portfolio for asia-pacific markets

C Georgia, T Grissom, A Ziobrowski - Journal of Real Estate …, 2007 - Taylor & Francis
In this study, mixed-asset portfolios were constructed containing real estate, common stock,
and bond investments from various Asian-Pacific countries. The countries of particular …

The significance of Chinese commercial property in an Asian property portfolio

G Newell, K Wing Chau, S Kei Wong - Journal of Property Investment …, 2009 - emerald.com
Purpose–International investors have shown considerable recent interest regarding property
investment in China via both direct and indirect property. The purpose of this paper is to …

The significance and performance of listed property companies in Asian developed and emerging markets

T Kim Nguyen - Pacific Rim Property Research Journal, 2011 - Taylor & Francis
Whilst property has become a major global investment class beside shares and bonds,
listed property companies also take a higher exposure in the Asian stock markets compared …

The dynamics of listed property companies in Indonesia

TK Nguyen, MN Razali - Journal of Property Investment & Finance, 2020 - emerald.com
Purpose As an asset class, listed property companies (PCs) in the emerging Asian markets
have taken on increased significance in recent years. Investors have seen Indonesian real …

The dynamic of returns and volatility of Malaysian listed property companies in Asian property market

MN Razali - International Journal of Strategic Property Management, 2015 - ceeol.com
This paper examines the dynamics of return and dynamic volatility across the Malaysian and
pan-Asian countries' listed property companies market over the period January 1998 to …

The significance and performance of property securities markets in the Asian IFCs

G Newell, CK Wing, WS Kei… - Journal of Property …, 2009 - Taylor & Francis
This paper assesses the significance, risk‐adjusted performance and portfolio diversification
benefits of the listed property securities markets in the Asian international financial centres …

The significance and performance of listed property companies in Vietnam

T Kim Nguyen - Pacific Rim Property Research Journal, 2010 - Taylor & Francis
Vietnam has emerged as a rapidly growing economy in the last few years, with the average
growth rate in excess of 8.0% per year before the global financial crisis and 5.3% in 2009 …