Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity
Year of publication: |
2024
|
---|---|
Authors: | Nayar, Nandkumar ; Price, S. McKay ; Shen, Ke |
Subject: | Commercial real estate | liquidity | macroeconomic uncertainty | parallel markets | price return predictability | Kapitaleinkommen | Capital income | Gewerbeimmobilien | Immobilienpreis | Real estate price | Risiko | Risk | Liquidität | Liquidity | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Immobilienfonds | Real estate fund | Risikoprämie | Risk premium | Immobilienmarkt | Real estate market |
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