IDEAS home Printed from https://ideas.repec.org/r/ire/issued/v06n012003p1-21.html
   My bibliography  Save this item

Interest Rate Sensitivities of REIT Returns

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Muhammad Kashif Imran & Arifa Saeed & Safia Nosheen & Sumaira Rasheed, 2024. "Determining Performance of REIT (REIT): The Case of G-7 Economies," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 13(1), pages 307-318.
  2. Martin Červený, 2018. "Should REIT Investors be Concerned about Changing Economic Conditions?," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(3), pages 21-35.
  3. Alexey Akimov & Simon Stevenson, 2013. "Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates," ERES eres2013_346, European Real Estate Society (ERES).
  4. W. Scott Frame & Eva Steiner, 2022. "Quantitative easing and agency MBS investment and financing choices by mortgage REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(4), pages 931-965, December.
  5. I.Fatnassi & S.Chawechi & Z.Ftiti & A.Ben Maatoug, 2014. "Effects of Monetary Policy on the REIT Returns," Working Papers 2014-63, Department of Research, Ipag Business School.
  6. Chyi Lin Lee & Simon Stevenson & Ming‐Long Lee, 2018. "Low‐frequency volatility of real estate securities and macroeconomic risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 311-342, November.
  7. Afees A. Salisu & Ahamuefula E. Ogbonna & Xuan Vinh Vo, 2025. "Climate risks and the REITs market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1632-1648, April.
  8. Kuang-Liang Chang & Nan-Kuang Chen & Charles Leung, 2011. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 221-257, July.
  9. Fatnassi, Ibrahim & Slim, Chaouachi & Ftiti, Zied & Ben Maatoug, Abderrazek, 2014. "Effects of monetary policy on the REIT returns: Evidence from the United Kingdom," Research in International Business and Finance, Elsevier, vol. 32(C), pages 15-26.
  10. Axelsson, Birger & Song, Han-Suck, 2023. "The effect of quantitative easing and quantitative tightening on U.S. equity REIT returns," Working Paper Series 23/9, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, revised 14 Nov 2023.
  11. Chee Seng Cheong & Patrick J. Wilson & Ralf Zurbruegg, 2009. "An analysis of the long‐run impact of fixed income and equity market performance on Australian and UK securitised property markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 27(3), pages 259-276, April.
  12. Wu, Ming-Che & Wang, Chien-Ming, 2024. "Revisiting the nexus of REITs returns and macroeconomic variables," Finance Research Letters, Elsevier, vol. 59(C).
  13. Cheong, Chee Seng & Gerlach, Richard & Stevenson, Simon & Wilson, Patrick J. & Zurbruegg, Ralf, 2009. "Equity and fixed income markets as drivers of securitised real estate," Review of Financial Economics, Elsevier, vol. 18(2), pages 103-111, April.
  14. Elyas Elyasiani & Iqbal Mansur & Jill Wetmore, 2010. "Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 89-107, January.
  15. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007. "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 315-331, October.
  16. Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni, 2012. "REIT modified duration and convexity," Economics and Business Letters, Oviedo University Press, vol. 1(3), pages 1-7.
  17. Yuen-Meng Wong, 2016. "Malaysia REITs: First Decade Development and Returns Characteristics," International Real Estate Review, Global Social Science Institute, vol. 19(3), pages 371-409.
  18. Carsten Lausberg & Felix Brandt, 2024. "Forecasting risk and return of listed real estate: [Die Prognose von Risiko und Rendite von Immobilienaktien:]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 10(1), pages 1-38, December.
  19. Chee Seng Cheong & Richard Gerlach & Simon Stevenson & Patrick J. Wilson & Ralf Zurbruegg, 2009. "Equity and fixed income markets as drivers of securitised real estate," Review of Financial Economics, John Wiley & Sons, vol. 18(2), pages 103-111, April.
  20. Chang, Kuang-Liang, 2011. "The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns," Economic Modelling, Elsevier, vol. 28(3), pages 911-920, May.
  21. repec:ipg:wpaper:2014-063 is not listed on IDEAS
  22. Alexey Akimov & Simon Stevenson & Maxim Zagonov, 2015. "Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study," The Journal of Real Estate Finance and Economics, Springer, vol. 51(4), pages 503-540, November.
  23. Weis Christian & René-Ojas Woltering & Steffen Sebastian, 2017. "The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate," ERES eres2017_325, European Real Estate Society (ERES).
  24. Stelios Bekiros & Amanda Dahlström & Gazi Salah Uddin & Oskar Ege & Ranadeva Jayasekera, 2020. "A tale of two shocks: The dynamics of international real estate markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 3-27, January.
  25. Wu, Pei-Shan & Huang, Chien-Ming & Chiu, Chien-Liang, 2011. "Effects of structural changes on the risk characteristics of REIT returns," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 645-653, October.
  26. Christian Weis & René-Ojas Woltering & Steffen Sebastian, 2018. "New Insights into the NAV Spread Puzzle of Listed Real Estate: Idiosyncratic and Systematic Evidence," ERES eres2018_224, European Real Estate Society (ERES).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.