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Interest-Rate Sensitivity of Real Estate Investment Trusts
2 references·16 citing·48 second hop
Interest-Rate Sensitivity of Real Estate Investment Trusts (1988)Interest-Rate Sensitivity of Real Estate …Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Real Estate Investment Funds:…Historic Returns and Institutional Real Estate Portfolios (1982)Historic Returns and Institut…What do scientists know about inflation hedging? (2015)What do scientists know about…Monetary Shocks and REIT Returns (2006)Monetary Shocks and REIT Retu…Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets (2004)Risk-Adjusted Performance of …REITs and Idiosyncratic Risk (2004)REITs and Idiosyncratic RiskInterest Rate Sensitivities of REIT Returns (2003)Interest Rate Sensitivities o…REIT Risk Premium Sensitivity and Interest Rates (2002)REIT Risk Premium Sensitivity…REIT Returns and Inflation: Perverse or Reverse Causality Effects? 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(1972)Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Common risk factors in the returns on stocks and bonds (1993)Emission trading and carbon market performance in Shenzhen, China (2017)Discretion versus policy rules in practice (1993)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Pandemics and the Asia-Pacific Islamic Stocks (2020)Assessing the safe haven property of the gold market during COVID-19 pandemic (2021)Asymmetric spillovers between green bonds and commodities (2021)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Size and Book-to-Market Factors in Earnings and Returns (1995)Modeling Long Memory in REITs (2008)Real estate markets and the macroeconomy: A dynamic coherence framework (2012)Adaptive market hypothesis: evidence from the REIT market (2013)
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References

  • 1984Real Estate Investment Funds: Performance and Portfolio Considerations224 cited
  • 1982Historic Returns and Institutional Real Estate Portfolios126 cited

Cited by

  • 2001Time varying risk premia for real estate investment trusts: A GARCH-M model120 cited
  • 1995The Historical Performance of Real Estate Investment Trusts117 cited
  • 1995Real Estate Investment Trusts: A Review of the Financial Economics Literature110 cited
  • 2006Monetary Shocks and REIT Returns106 cited
  • 1995The Effect of Interest-Rate Movements on Real Estate Investment Trusts98 cited
  • 2015What do scientists know about inflation hedging?94 cited
  • 2002REIT Returns and Inflation: Perverse or Reverse Causality Effects?93 cited
  • 1990Real Estate Risk and the Business Cycle: Evidence from Security Markets90 cited
  • 1995Intertemporal Changes in the Riskiness of REITs89 cited
  • 1998REITs and Inflation: A Long-Run Perspective86 cited
  • 2004REITs and Idiosyncratic Risk82 cited
  • 2002REIT Risk Premium Sensitivity and Interest Rates79 cited
  • 2004Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets78 cited

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  • 1997Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors65 cited
  • 2003Interest Rate Sensitivities of REIT Returns61 cited
  • 1995The Historical Environment of Real Estate Returns61 cited