Does Real Estate Determine REIT Bond Risk Premia? Article

Kozak, Jakob, Nagl, Cathrine, Nagl, Maximilian et al. (2025). Does Real Estate Determine REIT Bond Risk Premia? . JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 10.1007/s11146-025-10018-7

Open Access International Collaboration

cited authors

  • Kozak, Jakob; Nagl, Cathrine; Nagl, Maximilian; Beracha, Eli; Schaefers, Wolfgang

sustainable development goals

authors

publication date

  • June 12, 2025

published in

keywords

  • Bond risk premia
  • Business & Economics
  • Business, Finance
  • CORPORATE YIELD SPREADS
  • Diversification risk premium
  • EQUITY VOLATILITY
  • Economics
  • ILLIQUIDITY
  • LIQUIDITY
  • Machine learning
  • Neural network
  • REIT
  • SENTIMENT
  • STOCK
  • Social Sciences
  • TRANSPARENCY
  • Urban Studies
  • Yield spread

Digital Object Identifier (DOI)

publisher

  • SPRINGER