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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...

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Detalles Bibliográficos
Autores principales: Bossman, Ahmed, Umar, Zaghum, Teplova, Tamara
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
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