Responses of REITs index and commercial property prices to economic uncertainties : a VAR analysis
Hassan F. Gholipour, Reza Tajaddini, Mohammad Reza Farzanegan, Sharon Yam
| Year of publication: |
2021
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|---|---|
| Authors: | Fereidouni, Hassan Gholipour ; Tajaddini, Reza ; Farzanegan, Mohammad Reza ; Yam, Sharon |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-11
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| Subject: | Commercial property | COVID-19 | REITs | Uncertainty | VAR | Immobilienfonds | Real estate fund | Gewerbeimmobilien | Commercial real estate | VAR-Modell | VAR model | Risiko | Risk | Coronavirus | Immobilienpreis | Real estate price | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013286181