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A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence

This is the first paper to examine how the COVID-19 shock transmitted from the asset markets to capital markets. Using a novel measure of the exposure of commercial real estate (CRE) portfolios to the increase in the number of COVID-19 cases (GeoCOVID), we find a one-standard-deviation increase in G...

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Detalhes bibliográficos
Publicado no:Rev Asset Pricing Stud
Main Authors: Ling, David C, Wang, Chongyu, Zhou, Tingyu
Formato: Artigo
Idioma:Inglês
Publicado em: Oxford University Press 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7499721/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/rapstu/raaa014
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