Response speeds of direct and securitized real estate to shocks in the fundamentals
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- Hoesli, Martin & Oikarinen, Elias, 2012.
"Are REITs real estate? Evidence from international sector level data,"
Journal of International Money and Finance,
Elsevier, vol. 31(7), pages 1823-1850.
- Martin Hoesli & Elias Oikarinen, "undated". "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series 12-15, Swiss Finance Institute.
- Martin Hoesli & Elias Oikarinen, 2012. "Are REITs real estate? Evidence from international sector level data," ERES eres2012_232, European Real Estate Society (ERES).
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KeywordsVector Autoregressive Models; Generalized Impulse Response Functions; Direct Real Estate; Securitized Real Estate; Dynamics;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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