Work

Volatility spillovers and risk transmission in global real estate investment trust markets: Role of uncertainty and macroeconomic shocks

Year: 2026

Type: article

Source: Journal of Multinational Financial Management

DOI: 10.1016/j.mulfin.2026.100948

Authors: Elroi Hadad, Sun-Yong Choi

Institutions: Sami Shamoon College of Engineering, Gachon University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Research Foundation of Korea, Ministry of Science and ICT, South Korea

Award: G8134887698

OpenAlex ID: W7128437005

FWCI: 18.55

Cites: 93

Cited by: 5

Related to: 10