Time-varying Macroeconomic Risk of Real Estate Returns

Mapping Intimacies ◽

10.15396/eres2016_161 ◽

2016 ◽

Author(s):

Felix Schindler ◽

Bertram Steininger ◽

Tim Kroencke

Keyword(s):

Real Estate ◽

Time Varying ◽

Macroeconomic Risk ◽

Real Estate Returns

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Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective

Journal of Real Estate Portfolio Management ◽

10.1080/10835547.2004.12089695 ◽

2004 ◽

Vol 10 (1) ◽

pp. 47-57 ◽

Cited By ~ 7

Author(s):

Liow Kim

Keyword(s):

Asset Pricing ◽

Real Estate ◽

Commercial Real Estate ◽

Time Varying ◽

Macroeconomic Risk

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Time-varying correlation between stock market returns and real estate returns

Journal of Empirical Finance ◽

10.1016/j.jempfin.2012.03.006 ◽

2012 ◽

Vol 19 (4) ◽

pp. 583-594 ◽

Cited By ~ 29

Author(s):

Richard Heaney ◽

Sivagowry Sriananthakumar

Keyword(s):

Real Estate ◽

Stock Market ◽

Time Varying ◽

Market Returns ◽

Stock Market Returns ◽

Real Estate Returns

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Time‐varying correlations between stock and direct real estate returns

Journal of Property Investment and Finance ◽

10.1108/14635781311302591 ◽

2013 ◽

Vol 31 (2) ◽

pp. 179-195 ◽

Cited By ~ 4

Author(s):

Tien Foo Sing ◽

Zhuang Yao Tan

Keyword(s):

Real Estate ◽

Time Varying ◽

Real Estate Returns

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Regime switching in yield structures and forecasting securitised real estate returns

10.15396/eres2003_194 ◽

2003 ◽

Keyword(s):

Real Estate ◽

Regime Switching ◽

Real Estate Returns

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There's No Place Like Home: Local Asset Concentration, Information Asymmetries and Commercial Real Estate Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2931011 ◽

2017 ◽

Cited By ~ 3

Author(s):

David C. Ling ◽

Andy Naranjo ◽

Benjamin Scheick

Keyword(s):

Real Estate ◽

Commercial Real Estate ◽

Information Asymmetries ◽

Real Estate Returns

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Private Real Estate Returns, Style Drift, and Procyclical Risk Taking

SSRN Electronic Journal ◽

10.2139/ssrn.3602196 ◽

2020 ◽

Author(s):

Spencer Couts

Keyword(s):

Real Estate ◽

Risk Taking ◽

Real Estate Returns ◽

Private Real Estate

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Asset Productivity, Local information Diffusion, and Commercial Real Estate Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3628872 ◽

2020 ◽

Author(s):

David C. Ling ◽

Chongyu Wang ◽

Tingyu Zhou

Keyword(s):

Real Estate ◽

Information Diffusion ◽

Local Information ◽

Commercial Real Estate ◽

Real Estate Returns

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International Direct Real Estate Market Linkages: Evidence from Time-Varying Correlation and Cointegration Tests

Journal of Real Estate Literature ◽

10.1080/10835547.2010.12090269 ◽

2010 ◽

Vol 18 (2) ◽

pp. 283-312

Author(s):

Kim Hiang Liow

Keyword(s):

Real Estate ◽

Real Estate Market ◽

Time Varying ◽

Market Linkages ◽

Cointegration Tests

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Real Estate Returns and Inflation: An Added Variable Approach

Journal of Real Estate Research ◽

10.1080/10835547.1998.12090932 ◽

1998 ◽

Vol 15 (3) ◽

pp. 327-338 ◽

Cited By ~ 5

Author(s):

Michael Bond ◽

Michael Seiler

Keyword(s):

Real Estate ◽

Real Estate Returns ◽

Variable Approach

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Real Estate Returns: A Comparison with Other Investments

Real Estate Economics ◽

10.1111/1540-6229.00320 ◽

1984 ◽

Vol 12 (3) ◽

pp. 219-242 ◽

Cited By ~ 160

Author(s):

Roger G. Ibbotson ◽

Laurence B. Siegel

Keyword(s):

Real Estate ◽

Real Estate Returns

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