International Evidence on Real Estate Securities as an Inflation Hedge
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Martin Hoesli, 1993. "International evidence on real estate securities as an inflation hedge," ERES eres1993_108, European Real Estate Society (ERES).
References listed on IDEAS
- Gultekin, N Bulent, 1983. " Stock Market Returns and Inflation Forecasts," Journal of Finance, American Finance Association, vol. 38(3), pages 663-673, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tracey West & Andrew C. Worthington, 2003. "Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns: A comparative analysis using GARCH-M," School of Economics and Finance Discussion Papers and Working Papers Series 160, School of Economics and Finance, Queensland University of Technology.
- Chyi Lin Lee & Ming-Long Lee, 2012. "Do European real estate stocks hedge inflation? Evidence from developed and emerging markets," ERES eres2012_155, European Real Estate Society (ERES).
- Khalid Almeshal & Nader Naifar, 2016. "A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 6(4), pages 374-395.
- Nejadmalayeri, Ali, 2011. "Wages, inflation, and mortgage design," Journal of Economics and Business, Elsevier, vol. 63(5), pages 503-516, September.
- repec:eee:quaeco:v:64:y:2017:i:c:p:249-258 is not listed on IDEAS
- Dimson, Elroy & Spaenjers, Christophe, 2011.
"Ex post: The investment performance of collectible stamps,"
Journal of Financial Economics,
Elsevier, vol. 100(2), pages 443-458, May.
- Dimson, E. & Spaenjers, C., 2009. "Ex-Post : The Investment Performance of Collectible Stamps," Discussion Paper 2009-64, Tilburg University, Center for Economic Research.
- Elroy Dimson & Christophe Spaenjers, 2011. "Ex post: The investment performance of collectible stamps," Post-Print hal-00623442, HAL.
- J. Sa-Aadu & James Shilling & Ashish Tiwari, 2010. "On the Portfolio Properties of Real Estate in Good Times and Bad Times-super-1," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(3), pages 529-565.
- William N. Goetzmann & Bradford Case & K. Geert Rouwenhorst, 1999.
"Global Real Estate Markets: Cycles And Fundamentals,"
Yale School of Management Working Papers
ysm116, Yale School of Management.
- Bradford Case & William N. Goetzmann & K. Geert Rouwenhorst, 2000. "Global Real Estate Markets - Cycles and Fundamentals," NBER Working Papers 7566, National Bureau of Economic Research, Inc.
- Bradford Case & William Goetzmann & K. Rouwenhorst, 1999. "Global Real Estate Markets: Cycles And Fundamentals," Yale School of Management Working Papers ysm20, Yale School of Management, revised 01 Jan 2001.
- Pu Shen, 2009. "Developing a liquid market for inflation-indexed government securities: lessons from earlier experiences," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 89-113.
- Bienert, Sven & Sebastian, Steffen P. & Just, Tobias, . "Niedrigzinsumfeld und die Auswirkungen auf die Immobilienwirtschaft," BeitrÃ¤ge zur Immobilienwirtschaft, University of Regensburg, Department of Economics, number 8, March.
- Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
- Raimond Mauer & Steffen P. Sebastian, 2002.
"Inflation Risk Analysis of European Real Estate Securities,"
Journal of Real Estate Research,
American Real Estate Society, vol. 24(1), pages 47-78.
- Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation risk analysis of European real estate securities," Papers 00-07, Sonderforschungsbreich 504.
- Raimond Maurer & Steffen Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Working Paper Series: Finance and Accounting 51, Department of Finance, Goethe University Frankfurt am Main.
- Raimond Maurer & Steffen Sebastian, 2000. "Inflation Risk Analysis of European Real Estate Securities," ERES eres2000_079, European Real Estate Society (ERES).
- Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation Risk Analysis of European Real Estate Securities," Sonderforschungsbereich 504 Publications 00-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Séverine CAUCHIE & Martin HOESLI, 2004.
"The Integration of Securitized Real Estate and Financial Assets,"
FAME Research Paper Series
rp111, International Center for Financial Asset Management and Engineering.
- Severine Cauchie & Martin Hoesli, 2004. "The integration of securitized real estate and financial assets," ERES eres2004_574, European Real Estate Society (ERES).
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008.
"The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach,"
The Journal of Real Estate Finance and Economics,
Springer, vol. 36(2), pages 183-206, February.
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, "undated". "The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach," Swiss Finance Institute Research Paper Series 06-04, Swiss Finance Institute.
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," Real Estate & Planning Working Papers rep-wp2006-01, Henley Business School, Reading University.
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010.
"1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus,"
Carlo Alberto Notebooks
190, Collegio Carlo Alberto.
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and long run optimal portfolios: results for mixed asset menus," Working Papers 2010-003, Federal Reserve Bank of St. Louis.
- Daniel Wurstbauer & Wolfgang Schäfers, 2015. "Inflation hedging and protection characteristics of infrastructure and real estate assets," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 33(1), pages 19-44, February.
- Tsong-Yue Lai & Hin Man Mak & Ko Wang, 2001. "Asset Pricing Model with Short-Sale Restrictions: The Case of Asian Property Markets," International Real Estate Review, Asian Real Estate Society, vol. 4(1), pages 43-56.
- Kuan-Min, Wang & Yuan-Ming, Lee & T.T.Binh, Nguyen, 2008. "Asymmetric Inflation Hedge of Housing Return: A Non-linear Vector Error Correction Approach," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 65-82.
- Spaenjers, C., 2011. "Essays in alternative investments," Other publications TiSEM 8c51041f-6a63-451f-b7f4-8, Tilburg University, School of Economics and Management.
- Barry, Christopher B. & Rodriguez, Mauricio, 2004. "Risk and return characteristics of property indices in emerging markets," Emerging Markets Review, Elsevier, vol. 5(2), pages 131-159, June.
- Chu, Patrick Kuok-Kun, 2011. "Relationship between macroeconomic variables and net asset values (NAV) of equity funds: Cointegration evidence and vector error correction model of the Hong Kong Mandatory Provident Funds (MPFs)," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 792-810.
- Chyi Lin Lee & Ming-Long Lee, 2014. "Do European real estate stocks hedge inflation? Evidence from developed and emerging markets," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 18(2), pages 178-197, June.
- Wei-han Liu & Zhefang Zhou, 2009. "Inflation-hedging Behavior of a Securitized Real Estate Market," International Real Estate Review, Asian Real Estate Society, vol. 12(3), pages 221-251.
- Westerheide, Peter, 2006. "Cointegration of real estate stocks and REITs with common stocks, bonds and consumer price inflation: an international comparison," ZEW Discussion Papers 06-057, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
More about this item
- R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:reesec:v:25:y:1997:i:2:p:193-221. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/areueea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.