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Long-term benefits from investing in international real estate

Schindler, Felix - 2009

bivariate testing for cointegration and correlation analysis. The results indicate that there exist strong long … doubt on its validity for securitized real estate markets. -- Cointegration ; Correlation Analysis ; Diversification …

Persistent link: https://www.econbiz.de/10003846077

An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels

Liow, Kim Hiang; Schindler, Felix - 2011

levels of local, regional, and global correlation between real estate and stock markets are time-varying and are, at most …

Persistent link: https://www.econbiz.de/10009298929

Linkages between international securitized real estate markets : further evidence from time-varying and stochastic cointegration

Schindler, Felix; Voronkova, Svitlana - 2010

This paper analyzes long-run co-movements between international real estate stock markets and between regions based on bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and Zhang (2009) and Yunus (2009) among others, this...

Persistent link: https://www.econbiz.de/10008652070

The relative performance of real estate companies in Germany

Doppegieter, Jan; Islam, Mazhar ul - 2003

Persistent link: https://www.econbiz.de/10013441073

Diversification power of real estate market securities : the role of financial crisis and dividend policy

Ilbasmis, Metin; Gronwald, Marc; Zhao, Yuan - 2018

use an Asymmetric DCC - GJR - GARCH model to estimate the dynamic conditional correlation at daily, weekly, and monthly … frequencies. Our contribution is threefold. First, we find a that downward trend in the daily conditional correlation in the … Turkish market, which is contrary to the literature, while the upward trend in the correlation of the two U.S. markets is …

Persistent link: https://www.econbiz.de/10011845163