National Pension Hub Publications
Local Factors Determining COVID-19 Exposure and Property Cash Flows:
Evidence from the Canadian REITs
This project will help improve the understanding of the impact of COVID-19 on Canadian commercial real estate and REIT markets analyzing across property types. The project also aims to identify local factors helping COVID-19 spread and which ones of those matter for property cash flows using the deep learning methodology. The project will also document whether these factors are priced by the investors in the stock markets. Taken together, these analyses will jointly reveal what local factors affect the geographic exposure of Covid-19 using census and neighborhood datasets.
John Molson School of Business, Concordia University
Erkan Yönder, John Molson School of Business, Concordia University, Canada, Co-Leader