relation: https://frw.studenttheses.ub.rug.nl/3428/
title: Risk of retail real estate during the Covid-19 pandemic
creator: Nijboer, W.
description: 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.
date: 2021
type: Thesis
type: NonPeerReviewed
format: text
language: en
identifier: https://frw.studenttheses.ub.rug.nl/3428/1/BSc%20thesis%20-%20Wessel%20Nijboer.pdf
identifier:   Nijboer, W.  (2021) Risk of retail real estate during the Covid-19 pandemic.  Bachelor thesis.