Nijboer, W. (2021) Risk of retail real estate during the Covid-19 pandemic. Bachelor thesis.
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BSc thesis - Wessel Nijboer.pdf Download (1MB) | Preview |
Abstract
This research investigates the risk of retail Real Estate Investment Trusts (REITs) during the 2020 Covid-19 pandemic. It computes daily beta values for fifteen retail REITs, all from different countries, and relates these to strictness of Covid-19 policy of the same fifteen countries. Covid-19 policy strictness is proxied by daily Stringency Index values, computed by researchers at the University of Oxford. A descriptive analysis of daily retail REIT beta values and simple linear regression models is performed. The results indicate that investment risk of retail REITs rises during the Covid-19 pandemic and that investment risk of retail REITs is positively related to strictness of Covid-19 measures. The findings of this study can have implications for investors of retail REITs.
| Item Type: | Thesis (Bachelor) |
|---|---|
| Degree programme: | Spatial Planning and Design |
| Supervisor: | Daams, M.N. |
| Date Deposited: | 09 Feb 2021 13:00 |
| Last Modified: | 09 Feb 2021 13:00 |
| URI: | https://frw.studenttheses.ub.rug.nl/id/eprint/3428 |
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