Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic
Mohammed Armah; Godfred Amewu
- Published
- Publisher
- Elsevier BV
- Journal / collection
- The Journal of Economic Asymmetries
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.jeca.2024.e00352
The original publisher provides the full text and its access options.
Cite this source
Mohammed Armah; Godfred Amewu. Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic. The Journal of Economic Asymmetries. 2024-06. https://doi.org/10.1016/j.jeca.2024.e00352