Narrow search
Showing 1 - 10 of 7,873
Cover Image
Searching for assets to hedge against inflation in the U.S. market
Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014575253
Cover Image
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 39 (2017), pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
Cover Image
Listed Real Estate as an Inflation Hedge across Regimes
Muckenhaupt, Jan; Hoesli, Martin; Zhu, Bing - 2023
This paper investigates the inflation hedging capability of listed real estate (LRE) companies from 1990 to 2021 in …-crisis periods, LRE provides good protection against inflation. In the long term, LRE offers a good hedge against expected inflation … and shows a superior inflation hedging ability than stocks. Additionally, we identify inflation-hedging portfolios by …
Persistent link: https://www.econbiz.de/10014254496
Cover Image
Reducing the dispersion of returns in UK real estate portfolios
Brown, Gerald R. - 1987
Persistent link: https://www.econbiz.de/10000339934
Cover Image
The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin; Satchell, Stephen; Zhang, Qi - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
Cover Image
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
Cover Image
Extrapolation theory and the pricing of REIT stocks
Ooi, Joseph T. L.; Webb, James R.; Zhou, Dingding - In: The journal of real estate research 29 (2007) 1, pp. 27-55
Persistent link: https://www.econbiz.de/10003437092
Cover Image
On the portfolio properties of real estate in good times and bad times
Sa-Aadu, Jarjisu; Shilling, James D.; Tiwari, Ashish - In: Real estate economics : journal of the American Real … 38 (2010) 3, pp. 529-565
Persistent link: https://www.econbiz.de/10008649889
Cover Image
Style analysis in real estate markets : beyond the sector and region dichotomy
Fuerst, Franz; Marcato, Gianluca - In: The journal of portfolio management : a publication of … 36 (2009/10) 5, pp. 104-117
Persistent link: https://www.econbiz.de/10008654013
Cover Image
Are REITs real estate? : evidence from international sector level data
Hoesli, Martin; Oikarinen, Elias - 2012
The aim of this study is to examine whether securitized real estate returns reflect direct real estate returns or general stock market returns using international data for the U.S., U.K., and Australia. In contrast to previous research, which has generally relied on overall real estate market...
Persistent link: https://www.econbiz.de/10009558452