Article · Journal · 2023

Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

Afees A. Salisu, Rangan Gupta, Elie Bouri

The Quarterly Review of Economics and Finance

• Open access · Green
• World top 10%
• International · 3 countries

Read it10.1016/j.qref.2023.02.004