Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity
Year of publication: |
2024
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Authors: | Nayar, Nandkumar ; Price, S. McKay ; Shen, Ke |
Published in: |
Journal of real estate research : JRER ; a publication of the American Real Estate Society. - London [u.a.] : Taylor & Francis, ISSN 2691-1175, ZDB-ID 2037318-1. - Vol. 46.2024, 1, p. 82-113
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Subject: | Commercial real estate | liquidity | macroeconomic uncertainty | parallel markets | price return predictability | Kapitaleinkommen | Capital income | Gewerbeimmobilien | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Risiko | Risk | Immobilienpreis | Real estate price | Liquidität | Liquidity | Immobilienfonds | Real estate fund | Risikoprämie | Risk premium | Schätzung | Estimation | Immobilienmarkt | Real estate market | Börsenkurs | Share price |
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