Macroeconomic risk factors and REITs returns predictability in African markets: Evidence from a new approach
This study examines the predictability of REITs returns considering the role of macroeconomic risk predictors for three emerging African REITs markets, namely Ghana, Nigeria and South Africa. To account for the inherent statistical properties of persistence, endogeneity, autocorrelation and conditio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-09-01
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| Series: | Scientific African |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2468227622001995 |