Cointegration of Real Estate Stocks and REITs with Common Stocks, Bonds and Consumer Price Inflation : an International Comparison

This paper analyses the performance of real estate securities and their relationship toother asset classes as well as to consumer price inflation in an international comparisonover the period from 1990 to 2004. The analysis focuses on the long run relationships,applying three different cointegration tests. It covers the US, Canada,Australia, Japan, the Netherlands, Belgium, France and Germany...

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Year of publication:	2006-08-01
Authors:	Westerheide, Peter
Institutions:	Zentrum für Europäische Wirtschaftsforschung <Mannheim>
Subject:	Wertpapier \| Immobilienmarkt \| Inflation

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Extent:	217088 bytes 41 p. application/pdf
Series:	ZEW - Zentrum für Europäische Wirtschaftsforschung - Veröffentlichungen ZEW - Discussion Paper ; 06-057
Type of publication:	Book / Working Paper
Language:	English
Classification:	Real estate. Moveable property ; Individual Working Papers, Preprints ; Global Resources
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005854985