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Climate risks and the REITs market

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Vo Xuan Vinh - 2025

Persistent link: https://www.econbiz.de/10015375458

Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 2, pp. 303-315

Persistent link: https://www.econbiz.de/10012817752

Climate risks and prediction of sectoral REITs volatility : international evidence

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Bouri, Elie - 2024

Persistent link: https://www.econbiz.de/10014635867

Do oil-price shocks predict the realized variance of U.S. REITs?

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: Energy economics 104 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013364407

Forecasting the Value-at-Risk of REITs using realized volatility jump models

Odusami, Babatunde Olatunji - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013186421

The predictability of equity REIT returns : time variation and economic significance

Ling, David C.; Naranjo, Andy; Ryngaert, Michael D. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 117-136

Persistent link: https://www.econbiz.de/10001498645

Asymmetric information and the predictability of real estate returns & Michael Cooper; David H. Downs; Gary A. Patterson

Cooper, Michael; Downs, David H.; Patterson, Gary A. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 225-244

Persistent link: https://www.econbiz.de/10001498676

Divided Based Return Forecast as Benchmark for REIT Performance

Olanrele, Olusegun - 2015

Persistent link: https://www.econbiz.de/10013028018

Real estate climate index and aggregate stock returns : evidence from China

Jiang, Yuexiang; Fu, Tao; Long, Huaigang; Zaremba, Adam; … - In: Pacific-Basin finance journal 75 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013552561

Are Securitized Real Estate Returns More Predictable than Stock Returns?

Serrano, Camilo - 2010

This paper examines whether the predictability of securitized real estate returns differs from that of stock returns. It also provides a cross-country comparison of securitized real estate return predictability. In conrtast to most of the literature on this issue, the analysis is not based on a...

Persistent link: https://www.econbiz.de/10013145161