Real estate returns predictability revisited : novel evidence from the US REITs market
Omokolade Akinsomi, Goodness C. Aye, Vassilios Babalos, Fotini Economou, Rangan Gupta
| Year of publication: |
November 2016
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|---|---|
| Authors: | Akinsomi, Omokolade ; Aye, Goodness C. ; Babalos, Vassilios ; Economou, Fotini ; Gupta, Rangan |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 3, p. 1165-1190
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| Subject: | Real estate investment trusts | Return predictability | Dynamic model | averaging | Uncertainty indicator | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | USA | United States | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-1037-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011554410