No. Unfortunately, a property’s country cannot be changed after the property is created.
If you have a property in an incorrect country, you'll need to create a new property with the correct country, and delete the old property. Properties can be deleted from the bottom of the "Details" tab. Note, only the Property Data Administrator (PDA) can delete a property.
To help with re-entering the building, before deleting the property, use the “Download Property to Excel” feature (bottom of the Summary tab). The data in the excel spreadsheet can then be used to enter the data manually or using a spreadsheet upload template (you'll need to cut & paste the data into the right columns.