Modelling the impact of different COVID-19 pandemic waves on real estate stock returns and their volatility using a GJR-GARCHX approach : an international perspective
Year of publication: |
2021
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Authors: | Tomal, Mateusz |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 8, Art.-No. 374, p. 1-9
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Subject: | volatility | COVID-19 | real estate | GJR-GARCHX | stock returns | Volatilität | Volatility | Coronavirus | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Epidemie | Epidemic | Welt | World | Immobilienmarkt | Real estate market | Kapitalmarktrendite | Capital market returns |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14080374 [DOI] hdl:10419/258478 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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