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This paper uses fractional cointegration analysis to examine whether long-run relations exist between securitized real estate returns and three sets of variables frequently used in the literature as the factors driving securitized real estate returns. That is, we examine whether such...
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Belgium / Ann Jorissen and Peter Stabel -- France / Claude Bocqueraz -- Germany / Wolfgang Ballwieser -- Italy / Mara Cameran and Angela Pettinicchio -- The Netherlands / Kees Camfferman -- Poland / Alicja A. Jaruga and Przemysław Kabalski -- Spain / Carlos Larrinaga and Marta Macías -- Sweden...
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