ERES:conference

ERES:conference

Determining the behaviour of yields remains a significant area of research in the real estate field. The last cycle reminded investors of the impact on values from the sudden and largely unpredictable yield changes. Initially, capital values took a major hit from yield rises but subsequently...

ERES:conference

After summarising the weaknesses of official construction based data, this paper provides forecasts by estimating models of office and retail supply in the UK and some of its regions using quarterly data. It shows the sensitivity of the forecasts to the time period used in the modelling. This is...

ERES:conference

[abstract missing - contribution appeared in the programme]

ERES:conference

ERES:conference

The analysis and forecasting of property yield movements is an area that increasingly attracts research interest. The sensitivity of capital values and total returns to yield shifts makes the correct prediction of yields a significant part of investment strategy. It is submitted that behavioural...