Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-18
-scale asset purchases (LSAP) shocks on the international REIT returns. We also compare the effects of these unconventional tools … impact on REIT returns compared to LSAP shocks, particularly with Australia, Belgium, and the US REIT markets. Furthermore …, FG shocks broadly have a negative impact on REITs while the results for LSAP effects are mixed. We also find that in most …
