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

Elroi Hadad & Sun Yong Choi

Journal of Multinational Financial Management2026https://doi.org/10.1016/j.mulfin.2026.100948article
AJG 2ABDC B
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0.50

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https://doi.org/https://doi.org/10.1016/j.mulfin.2026.100948

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@article{elroi2026,
  title        = {{Volatility spillovers and risk transmission in global real estate investment trust markets: Role of uncertainty and macroeconomic shocks}},
  author       = {Elroi Hadad & Sun Yong Choi},
  journal      = {Journal of Multinational Financial Management},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1016/j.mulfin.2026.100948},
}

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

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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