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Interest Rate Sensitivities of REIT Returns

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References

1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
1991Risk and return in real estate292 cited
1986The Pricing of Interest-Rate Risk: Evidence from the Stock Market283 cited
1990Equity Real Estate Investment Trusts and Real Estate Returns253 cited
1987Real Estate Returns and Inflation217 cited
1997Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?210 cited
1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach147 cited
1988Interest-Rate Sensitivity of Real Estate Investment Trusts126 cited
1995Intertemporal Changes in the Riskiness of REITs89 cited
1998Macroeconomic Variables, Firm-Specific Variables and Returns to REITs75 cited
1990U.S. money demand instability A flexible least squares approach52 cited
1870The Sources of the Nile22 cited

Cited by

2017Low‐frequency volatility of real estate securities and macroeconomic risk

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35 cited

2009REITs and the financial crisis: Empirical evidence from the U.S.34 cited

2016The impact of macroeconomic factors on the real estate investment trust index return on Japan, Singapore and China29 cited

2007Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities28 cited

2010Monetary policy transmission and real estate investment trusts27 cited