Browsing Business Administration by Subject "Time-varying risk premium"
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What determines REIT returns in Turkey? An application of time-varying arbitrage pricing model in an emerging REIT market (Bilgesel Yayıncılık, 2013)This paper investigates the macroeconomic sources of time-varying risk premia in Turkish REIT industry within the arbitrage pricing theory framework. Turkish REIT industry differs substantially from the global REIT market ...
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