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How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data

Cannon, Susanne; Col, Rebel A. - Volkswirtschaftliche Fakultät, … - 2011

In this study, we provide new evidence on the performance measurement and reporting of commercial real estate returns. We do so by examining the accuracy of commercial-real-estate appraisals that occurred prior to the sale of properties from the NCREIF National Property Index (“NPI”) during...

Persistent link: https://www.econbiz.de/10009226816

How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data

Susanne, Cannon; Rebel, Cole - Volkswirtschaftliche Fakultät, … - 2011

Persistent link: https://www.econbiz.de/10011258429

Office Rent Determinants: A Hedonic Panel Analysis

Fuerst, Franz - Volkswirtschaftliche Fakultät, … - 2007

levels, thus exposing real estate investors to considerable risk regarding expected future income streams. This paper …

Persistent link: https://www.econbiz.de/10005616597

Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach

Fuerst, Franz - Volkswirtschaftliche Fakultät, … - 2006

The main objective of this paper is to elucidate the capability of time-series regression models to capture and forecast movements in occupancy patterns, rental rates and construction activity. The model presented is a three-stage simultaneous equation model. The first stage incorporates the...

Persistent link: https://www.econbiz.de/10005835988

Hotele w gospodarce polskiej – zarys rozwoju, ekonomiki i ryzyka

Olszewski, Krzysztof - Volkswirtschaftliche Fakultät, … - 2012

The polish hotel market grows in a dynamic way, however investment in this market is subject to some risk. A …

Persistent link: https://www.econbiz.de/10011257778

When risk weights increase the risk: some concerns for capital regulation

Varsanyi, Zoltan - Volkswirtschaftliche Fakultät, … - 2009

In this chapter I argue that as a response to the introduction of capital requirements in the form of risk weights … that the new optimum has a lower risk. The effect of the regulation depends on several things, most importantly the … correlation between individual investments, investor preferences and the relative size of risk weights. …

Persistent link: https://www.econbiz.de/10005789350

Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications

Antoniades, Adonis - Volkswirtschaftliche Fakultät, … - 2013

I test the hypothesis that the banks' exposure to liquidity risk contributed to the contraction of mortgage credit … liquidity risk jointly accounted for a $41.5 billion-$61.9 billion contraction of mortgage credit during 2007-2009, or 5 …

Persistent link: https://www.econbiz.de/10011108768

Vastgoed en ALM

Gool van, Peter; Muller, Franciscus Leonardus Petrus - Volkswirtschaftliche Fakultät, … - 2005

Best-practice approach for real estate as an asset class with pension funds in The Netherlands in Asset Liability Management (ALM) studies.

Persistent link: https://www.econbiz.de/10008577632

Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns.

Sampagnaro, Gabriele; Battaglia, Francesca - Volkswirtschaftliche Fakultät, … - 2010

This paper addresses the issue of data quality in the real estate market. In many countries, the returns indices for direct markets are provided by several sources differing in terms of the methodology adopted and index weights. These differences produce a lack of informative standardization,...

Persistent link: https://www.econbiz.de/10008602767

Make Almost Stochastic Dominance really Almost

Guo, Xu; Wong, Wing-Keung; Zhu, Lixing - Volkswirtschaftliche Fakultät, … - 2013

Leshno and Levy (2002) extend stochastic dominance (SD) theory to almost stochastic dominance (ASD) for {\it most …

Persistent link: https://www.econbiz.de/10011107819