Fractional Cointegration Analysis of Securitized Real Estate
Year of publication: |
2012
|
---|---|
Authors: | Serrano, Camilo ; Hoesli, Martin |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 44.2012, 3, p. 319-338
|
Publisher: |
Springer |
Subject: | Fractional cointegration | Fractionally Integrated Error Correction Model (FIECM) | Forecasting | Multifactor models | Securitized real estate | REITs |
-
Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables
SERRANO, Camilo, (2009)
-
Serrano, Camilo,
-
Are Securitized Real Estate Returns more Predictable than Stock Returns?
Serrano, Camilo, (2010)
- More ...
-
The Long-Run Dynamics between Direct and Securitized Real Estate
Oikarinen, Elias, (2011)
-
Housing and its Role in the Household Portfolio in Colombia
SERRANO, Camilo, (2009)
-
Response speeds of direct and securitized real estate to shocks in the fundamentals
Oikarinen, Elias, (2010)
- More ...