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Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis
The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented challenges for market participants, policymakers, and practitioners. This study envisages this issue from the perspective of real estate investment trusts (REITs), which is a relatively less analysed segment. We...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9389322/ https://www.ncbi.nlm.nih.gov/pubmed/35999865 http://dx.doi.org/10.1016/j.jeca.2022.e00257 |