Regime switching in yield structures and forecasting securitised real estate returns

2003 ◽  
Keyword(s):  
Real Estate ◽  
Regime Switching ◽  
Real Estate Returns

Unsmoothing Real Estate Returns: A Regime-Switching Approach

2012 ◽  
Vol 40 (4) ◽  
pp. 775-807 ◽  
Author(s):  
Colin Lizieri ◽  
Stephen Satchell ◽  
Warapong Wongwachara
Keyword(s):  
Real Estate ◽  
Regime Switching ◽  
Real Estate Returns

Time-varying Macroeconomic Risk of Real Estate Returns

2016 ◽  
Author(s):  
Felix Schindler ◽  
Bertram Steininger ◽  
Tim Kroencke
Keyword(s):  
Real Estate ◽  
Time Varying ◽  
Macroeconomic Risk ◽  
Real Estate Returns

Real Estate Returns: A Comparison with Other Investments

1984 ◽  
Vol 12 (3) ◽  
pp. 219-242 ◽  
Author(s):  
Roger G. Ibbotson ◽  
Laurence B. Siegel
Keyword(s):  
Real Estate ◽  
Real Estate Returns

scholarly journals Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market

2016 ◽  
Vol 51 (3) ◽  
pp. 1191-1191
Author(s):  
Omokolade Akinsomi ◽  
Goodness C. Aye ◽  
Vassilios Babalos ◽  
Fotini Economou ◽  
Rangan Gupta
Keyword(s):  
Real Estate ◽  
Real Estate Returns ◽  
Returns Predictability ◽  
The Us
Sign in / Sign up

Export Citation Format

Share Document