ArticleJournal of economic asymmetries2022
Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis.
Article in Journal of economic asymmetries, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 5 papers.
What it found
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
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Who cites it
5 citing papers in PubMed, 74 citations in OpenAlex.
- Market responses to geopolitical risk and economic policy uncertainty: Evidence from Vietnam.Heliyon · 2025Article
- Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis.Heliyon · 2023Article
- Emerging markets equities' response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era.Heliyon · 2023Article
- Article
- COVID-19 and the quantile connectedness between energy and metal markets.Energy economics · 2023Article
Corrections and comments
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Authors and funding
3 authors at 3 institutions in 3 countries.
Funding
No grant is acknowledged in the PubMed record.
Abstract
The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented challenges for market participants, policymakers, and practitioners. This study envisages this issue from the perspective of real estate investment trusts (REITs), which is a relatively less analysed segment. We examine the impact of the COVID-19 pandemic on REIT returns for 12 top REIT regimes spread across America, Asia, and Europe under the bullish, bearish, and normal market conditions over the COVID-19 period (specifically from February 02, 2020, to January 24, 2022). We employ the quantile-on-quantile regression and causality-in-quantiles approach. We document a strong (weak) predictive power of COVID-19 cases on REIT returns within the lower (upper) conditioned quantiles. Our findings are of importance to market participants, practitioners, and regulators across REIT regimes.
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Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.