Muhammad Zaim Razak2024-05-292024-05-2920232023-1-31Razak, M.Z. (2023), "The dynamic role of the Japanese property sector REITs in mixed-assets portfolio", Journal of Property Investment & Finance, Vol. 41 No. 2, pp. 208-238. https://doi.org/10.1108/JPIF-06-2022-00511463-578Xhttps://doi.org/10.1108/JPIF-06-2022-0051https://www.emerald.com/insight/content/doi/10.1108/JPIF-06-2022-0051/full/pdfhttps://oarep.usim.edu.my/handle/123456789/10629Volume 41 Issue 2 Pages (208-238)Purpose – This study examined the dynamic role of the Japanese property sector, particularly the real estate investment trusts (REITs), in mixed-asset portfolios of stocks and bonds, as well as office, retail, hotel and residential REITs.enProperty sector REITs, DCC-GJRGARCH, Volatility, Correlation, Mixed-asset portfolio, InvestmentArticle208238412