Monetary policy, term structure and asset return : comparing REIT, housing and stock
Year of publication: |
2011
|
---|---|
Authors: | Chang, Kuang-liang ; Chen, Nan-kuang ; Leung, Ka Yui |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 43.2011, 1/2, p. 221-257
|
Subject: | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Zins | Interest rate | Zinsstruktur | Yield curve | Immobilienpreis | Real estate price | Aktie | Share | Geldpolitik | Monetary policy | 1975-2008 |
-
US REITs' Returns Sensitivity to Interest Rates after the Global Financial Crisis
Morri, Giacomo, (2017)
-
The impact of expectations on the co-integration relationship between the stock and REIT markets
Erol, Umit, (2022)
-
Colonnello, Stefano, (2021)
- More ...
-
Chang, Kuang-liang, (2012)
-
In the shadow of the United States : the international transmission effect of asset returns
Chang, Kuang-liang, (2013)
-
Losing track of the asset markets : the case of housing and stock
Chang, Kuang-Liang, (2015)
- More ...