Browsing Economic and Management Sciences by Author "Yuksel, Aydin"

Browsing Economic and Management Sciences by Author "Yuksel, Aydin"

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  • The US term structure and return volatility in global REIT markets 
    Demirer, Riza; Gupta, Rangan; Yuksel, Asli; Yuksel, Aydin (Asia University, Taiwan, 2020-09)
    This paper examines the information content of the U.S. term structure of interest rates on the market for real estate investment trusts (REITs) by decomposing the term structure of U.S. Treasury yields into two components ...