The Real Estate Investment Trusts Industry and the Financial Crisis: Modeling Volatility (1985-2016)
This work measures the sensitivity of the residual volatility of the risk premiums of various Real Estate Investment Trusts (REITs) sectors to systemically important economic events between January 2, 1985, and December 30, 2016. To this end, the residual yields of the REITs are calculated and, with...
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| Publicat a: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2019
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| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=423759823004 https://www.redalyc.org/journal/4237/423759823004/ https://www.redalyc.org/journal/4237/423759823004/html/ https://www.redalyc.org/journal/4237/423759823004/423759823004.epub https://www.redalyc.org/journal/4237/423759823004/movil |
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