On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Christian Pierdzioch, Marian Risse, Rangan Gupta, Wendy Nyakabawo
| Year of publication: |
2019
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|---|---|
| Authors: | Pierdzioch, Christian ; Risse, Marian ; Gupta, Rangan ; Nyakabawo, Wendy |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 160-169
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| Subject: | REIT returns | BART modeling | Inflation | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Inflationserwartung | Inflation expectations | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.09.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420355