Richard Malle

Conservatoire National des Arts et Métiers (CNAM)

Associate Professor

292, rue Saint-Martin

Paris cedex 03, 75141

France

BNP Paribas - Real Estate

France

SCHOLARLY PAPERS

2

DOWNLOADS

589

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Commercial Real Estate Prices and Covid-19

Swiss Finance Institute Research Paper No. 21-08
Number of pages: 31 Posted: 26 Jan 2021
Martin Hoesli and Richard Malle
University of Geneva - Geneva School of Economics and Management (GSEM) and Conservatoire National des Arts et Métiers (CNAM)
Downloads 536 (62,683)

Abstract:

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Commercial real estate prices; Covid-19; Pandemic; Office; Retail; Hospitality

2.

Shocks Implication on the Fundamental Drivers of Pan-European Equity Reits: Volatility Connectedness

Number of pages: 40 Posted: 26 Oct 2019 Last Revised: 08 Nov 2019
Naoufal Nassili, Arnaud Simon and Richard Malle
Paris Dauphine University, LEDa-SDFi, Students, Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG) and Conservatoire National des Arts et Métiers (CNAM)
Downloads 53 (448,249)

Abstract:

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REITs Connectedness, Volatility Spillovers, REITs Pricing Dynamics, Machine Learning, Lasso Shrinkage, Real Estate Connectedness, Market Risk, Systemic Risk, Network Visualization, Pairwise Connectedness, Total Directional Connectedness, Variance Decomposition