The dynamic of linkages of Islamic REITs in mixed-asset portfolios in Malaysia

Islamic REIT (I-REITs) were introduced to the Malaysian stock market approximately ten years ago. This paper assesses dynamic linkages by using the Granger causality test of I-REITs. The study period is from 2008 to 2014. The study concentrates on comparisons between I-REITs and conventional REITs (...

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Bibliographic Details
Main Authors: Rozman, Ahmad Tajjudin, Razali, Muhammad Najib, Azmi, Nurul Afiqah, Mohd. Ali, Hishamuddin
Format: Article
Published: University of Western Sydney 2016
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Online Access:http://eprints.utm.my/71397/
http://eprints.utm.my/71397/
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