变量

相关系数

REITs-STOCKs

A12

−0.16011344^*

B12

0.24083895^***

STOCKs-REITs

A21

−0.05136087

B21

0.06864671

REITs-BONDs

A13

−0.00086638

B13

−0.00031079

BONDs-REITs

A31

−0.34727718

B31

−4.22625288^***

STOCKs-BONDs

A23

−0.00121866

B23

0.02036239^***

BONDs-STOCKs

A32

2.57354251^**

B32

−13.14312509^***

REITs

A11

0.87720163^***

B11

0.51258170^***

STOCKs

A22

0.14295620^**

B22

0.62433918^***

BONDs

A33

0.14938670^***

B33

0.88958410^***