Performance evaluation and volatility of Turkey REITs during COVID-19 pandemic
Year of publication: |
2023
|
---|---|
Authors: | Salami, Monsurat Ayojimi ; Tanrivermiş, Harun ; Tanrivermiş, Yeşim |
Published in: |
Journal of property investment & finance. - Bradford : Emerald, ISSN 1470-2002, ZDB-ID 2025925-6. - Vol. 41.2023, 5, p. 473-505
|
Subject: | MGARCH-BEKK | Performance | Sharpe ratio | Treynor ratio | Turkish REITs | Volatility | Türkei | Turkey | Volatilität | Coronavirus | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Finanzanalyse | Financial analysis |
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