Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns
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Cited by:
- Krzysztof Olszewski, 2012.
"The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks,"
NBP Working Papers
132, Narodowy Bank Polski.
- Olszewski, Krzysztof, 2012. "The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks," MPRA Paper 41059, University Library of Munich, Germany.
- Krzysztof Olszewski, 2013.
"The Commercial Real Estate Market, Central Bank Monitoring and Macroprudential Policy,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 5(2), pages 213-250, December.
- Krzysztof Olszewski, 2012. "The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks," NBP Working Papers 132, Narodowy Bank Polski.
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More about this item
Keywords
real estate; data divergence; IRR; efficient frontier;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
- L15 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Information and Product Quality
NEP fields
This paper has been announced in the following NEP Reports:- NEP-URE-2010-06-26 (Urban and Real Estate Economics)
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