Using the CCAPM with stochastic taxation and money supply to examine US REITs pricing bubbles

Robert H. Edelstein (The University of California at Berkeley, Haas School of Business), Konstantin Magin (The University of California at Berkeley, Center for Risk Management Research)

Year of publication:	November 15, 2016
Authors:	Edelstein, Robert H. ; Magin, Konstantin
Institutions:	Fisher Center for Real Estate and Urban Economics <Berkeley, Calif.> (issuing body)
Publisher:	[Berkeley, CA] : Fisher Center for Real Estate and Urban Economics, UC Berkeley
Subject:	Immobilienfonds \| Real estate fund \| Spekulationsblase \| Bubbles \| Risikoprämie \| Risk premium \| Risikoaversion \| Risk aversion \| Geldpolitik \| Monetary policy \| CAPM

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Extent:	1 Online-Ressource (circa 51 Seiten) Illustrationen
Series:	Fisher Center working papers
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011722470