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Capital income
Immobilienmarkt
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Stevenson, Simon
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ECONIS (ZBW)
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Equity and fixed income markets as drivers of securitised real estate
Cheong, Chee Seng
;
Gerlach, Richard
;
Stevenson, Simon
; …
- In:
Review of financial economics : RFE
18
(
2009
)
2
,
pp. 103-111
Persistent link: https://www.econbiz.de/10003901003
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2
A performance evaluation of portfolio managers : tests of micro and macro forecasting
Stevenson, Simon
- In:
The European journal of finance
10
(
2004
)
5
,
pp. 391-411
Persistent link: https://www.econbiz.de/10002485480
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3
Momentum effects and mean reversion in real estate securities
Stevenson, Simon
- In:
The journal of real estate research
23
(
2002
)
1/2
,
pp. 47-64
Persistent link: https://www.econbiz.de/10001662870
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4
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
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5
The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis
Gerlach, Richard
;
Obaydin, Ivan
;
Zurbruegg, Ralf
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 207-219
Persistent link: https://www.econbiz.de/10011572352
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6
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
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7
Modeling long memory in REITs
Cotter, John
;
Stevenson, Simon
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10003764888
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8
Monetary shocks and REIT returns
Bredin, Donal
;
O'Reilly, Gerard
;
Stevenson, Simon
- In:
The journal of real estate finance and economics
35
(
2007
)
3
,
pp. 315-331
Persistent link: https://www.econbiz.de/10003622028
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9
Separating skill from luck in REIT mutual funds
Layfield, Luke
;
Stevenson, Simon
-
2011
Persistent link: https://www.econbiz.de/10009376395
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10
Dynamic correlations across REIT sub-sectors
Chong, James
;
Krystalogianni, Alexandra
;
Stevenson, Simon
-
2011
Persistent link: https://www.econbiz.de/10009376404
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