Results 91 to 100 of about 76,142 (275)
The impact of real estate on the mixed-asset portfolio in periods of financial stress [PDF]
The case for holding real estate in the mixed-asset portfolio is typically made on its stabilising effect as a result of its diversification benefits. However, portfolio diversification often fails when it is most needed, i.e.
Lee, Stephen
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International Journal of Financial StudiesThis study investigates the financial interconnections among Real Estate Investment Trusts (REITs), sukuk (Islamic bonds), and oil in Gulf Cooperation Council (GCC) nations.
Nevi Danila
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Pricing Interest-Rate Risk for Mortgage REITs [PDF]
Using tax-qualified mortgage REITs over three periods (1976-79, 1980-82, and 1983-90), this paper investigates the pricing of interest-rate risk for mortgage REITs at equilibrium.
James R. Webb, Youguo Liang
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The consistency of private and public real estate within mixed-asset portfolios [PDF]
, 2005 This study considers the consistency of the role of both the private and public real estate markets within a mixed-asset context. While a vast literature has developed that has examined the potential role of both the private and public real estate ...
Lee, Stephen, Stevenson, Simon
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Real Estate Investment Trusts (REITs) may be classified as a real estate investment or more generally as an equity investment. While REITs are more liquid than direct real estate investments, the liquidity relationship between REITs and common stocks is ...
Laurie Prather +3 more
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On the global integration of REITs market returns: A multiresolution analysis
Cogent Economics & Finance, 2019 This paper explores dynamic correlation and interdependence of five global REIT markets using multivariate wavelet methods. United States, Hong Kong, Belgium, South Africa and Australia’s daily REITs returns are used as proxies for North America, Asia ...
Kola Ijasan +3 more
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İstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 2018 İnşaat ve gayrimenkul faaliyetleri Türkiye ekonomisinin istikrarlı büyümesinde önemli bir etkiye sahiptir. Ülkemizde inşaat ve gayrimenkul faaliyetlerinin etkinlik ve verimliliğinin artırılmasında Gayrimenkul Yatırım Ortaklıkları (GYO) önemli bir ...
Feyzullah Yetgin, Orkun İçten
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Interconnected dynamics of REITs and other financial Instruments in ASEAN: a comprehensive analysis
Cogent Economics & FinanceThis paper investigates the volatility spillover between Real Estate Investment Trusts (REITs) and other financial instruments and macroeconomic variables, such as currency, stock, oil, and interest rates in three ASEAN countries.
Nevi Danila
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Modelling Long Memory in REITs [PDF]
One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares the findings for a non- REIT ...
John Cotter
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