Do Industrial Metals Hedge Real Estate Risk? Evidence from DCC-GARCH T-copula and Hedge Ratios

Name: Do Industrial Metals Hedge Real Estate Risk? Evidence from DCC-GARCH T-copula and Hedge Ratios
Published: 2024-12-27T08:21:36+00:00
License: https://creativecommons.org/licenses/by/4.0/
Keywords: Real estate, DCC-GARCH, Commodity, Base Metals

dataset

posted on 2024-12-27, 08:21 authored by Nilotpal SarmaNilotpal Sarma

This study examines the relationship between the real estate market and the industrial metals futures market in the USA and the UK.

Do Industrial Metals Hedge Real Estate Risk? Evidence from DCC-GARCH T-copula and Hedge Ratios

History

Usage metrics

Categories

Keywords

Licence

Exports