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Global Real Estate Markets: Cycles And Fundamentals

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  • Bradford Case
  • William Goetzmann
  • K. Rouwenhorst

Abstract

The correlations among international real estate markets are surprisingly high, given the degree to which they are segmented. While industrial, office and retail properties exist all around the world, they are not economic substitutes because of locational specificity. In addition, the broad securitization of real estate property companies has, until recently, lagged that of other types of companies. Never-the-less, international property returns move together in dramatic fashion. In this p

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File URL: http://icfpub.som.yale.edu/publications/2610
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Bibliographic Info

Paper provided by Yale School of Management in its series Yale School of Management Working Papers with number ysm20.

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Date of creation: 01 Apr 1999
Date of revision: 01 Jan 2001
Handle: RePEc:ysm:somwrk:ysm20

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Web page: http://icf.som.yale.edu/
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  1. Eichholtz, Piet M A & Hartzell, David J, 1996. "Property Shares, Appraisals and the Stock Market: An International Perspective," The Journal of Real Estate Finance and Economics, Springer, vol. 12(2), pages 163-78, March.
  2. Piet M.A. Eichholtz, 1996. "The Stability of the Covariances of International Property Share Returns," Journal of Real Estate Research, American Real Estate Society, vol. 11(2), pages 149-158.
  3. Crocker H. Liu & David J. Hartzell & Martin E. Hoesli, 1997. "International Evidence on Real Estate Securities as an Inflation Hedge," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(2), pages 193-221.
  4. Piet Eichholtz & Ronald Huisman & Kees Koedijk & Lisa Schuin, 1998. "Continental Factors in International Real Estate Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(3), pages 493-509.
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