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Volatility and the Cross-Section of Real Estate Equity Returns during Covid-19
This paper uses the global systemic shock associated with the outbreak of the novel coronavirus Covid-19 to assess the risk-return relationship in the cross-section of real estate equities in the US and in selected Asian countries. I construct regional Covid-19 Risk Factors (CRFs) to assess how the...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer US
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8087339/ http://dx.doi.org/10.1007/s11146-021-09840-6 |