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Asymmetric correlation and volatility dynamics among stock, bond, and securitized real estate markets
Yang, Jian; Zhou, Yinggang; Leung, Wai Kin - In: The journal of real estate finance and economics 45 (2012) 2, pp. 491-521
Persistent link: https://www.econbiz.de/10009581731
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Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas; Campbell, Robert D.; Emekter, Riza - In: The journal of real estate finance and economics 38 (2009) 2, pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
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Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyasiani, Elyas; Mansur, Iqbal; Wetmore, Jill L. - In: The journal of real estate finance and economics 40 (2010) 1, pp. 89-107
Persistent link: https://www.econbiz.de/10003947939
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Monetary policy, term structure and asset return : comparing REIT, housing and stock
Chang, Kuang-liang; Chen, Nan-kuang; Leung, Charles Ka Yui - In: The journal of real estate finance and economics 43 (2011) 1/2, pp. 221-257
Persistent link: https://www.econbiz.de/10009302901
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The wealth effects of REIT property acquisitions and dispositions : the creditors' perspective
Li, Qing; Ling, David C.; Mori, Masaki; Ong, Seow-eng - In: The journal of real estate finance and economics 60 (2020) 3, pp. 308-337
Persistent link: https://www.econbiz.de/10012226680
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Do preferred REITs have portfolio enhancement attributes? : an empirical investigation
Anderson, Randy I.; Guirguis, Hany S.; Loviscek, Anthony L. - In: The journal of real estate finance and economics 67 (2023) 4, pp. 656-672
Persistent link: https://www.econbiz.de/10014444092
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Dynamic correlations among asset classes : REIT and stock returns
Case, Bradford; Yang, Yawei; Yildirim, Yildiray - In: The journal of real estate finance and economics 44 (2012) 3, pp. 298-318
Persistent link: https://www.econbiz.de/10009540820
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Time-varying correlation in housing prices
Zimmer, David M. - In: The journal of real estate finance and economics 51 (2015) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10011474934
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Myths and facts about the alleged over-pricing of US real estate : evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - In: The journal of real estate finance and economics 49 (2014) 4, pp. 477-523
Persistent link: https://www.econbiz.de/10010422266
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Assessing the real estate pricing puzzle : a diagnostic application of the stochastic discounting factor to the distribution of REIT returns
Downs, David H. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 155-175
Persistent link: https://www.econbiz.de/10001498667