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Real Estate Tokens: Evaluating Long-Term Relationships with Other Main Types of Assets

Author

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  • Seyedeh Fatemeh Mottaghi
  • Bertram Steininger

Abstract

Based on real estate token data, we investigate the long-term relationships between real estate tokens, other real estate investment vehicles, and asset classes (i.e. equities, bonds). Employing not only the conventional cointegration method but also a sophisticated analysis employing COINtensity VECM, specifically tailored for examining complex and dynamic relationships within financial markets. Our findings show the quantitative dynamics of how this novel investment vehicle interfaces with established assets. This research strives to offer fresh perspectives into the transforming investment landscape of traditional assets coexisting with tokenized real estate assets, emphasizing the potential impact and role of real estate tokens in the evolving financial environment.

Suggested Citation

  • Seyedeh Fatemeh Mottaghi & Bertram Steininger, 2024. "Real Estate Tokens: Evaluating Long-Term Relationships with Other Main Types of Assets," ERES eres2024-096, European Real Estate Society (ERES).
    • Handle: RePEc:arz:wpaper:eres2024-096
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    File URL: https://eres.architexturez.net/doc/oai-eres-id-eres2024-096
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    More about this item

    Keywords

    blockchain; Cointegration; Real Estate Tokens; VECM;
    All these keywords.

    JEL classification:

    • R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location

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