Industrial tail exposure risk and asset price : evidence from US REITs
Year of publication: |
2023
|
---|---|
Authors: | Song, Jeongseop ; Liow, Kim Hiang |
Published in: |
Real estate economics. - Dallas, Tex. : [Verlag nicht ermittelbar], ISSN 1540-6229, ZDB-ID 2051891-2. - Vol. 51.2023, 5, p. 1209-1245
|
Subject: | asset price | cross-section of returns | real estate investment trusts (REITs) | risk aversion | tail dependence | tail risk | USA | United States | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risiko | Risk | CAPM | Risikoaversion | Risk aversion | Risikoprämie | Risk premium |
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