Using the CCAPM with stochastic taxation and money supply to examine U.S. REITs pricing bubbles
Year of publication: |
October-December 2017
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Authors: | Edelstein, Robert H. ; Magin, Konstantin |
Published in: |
The journal of real estate research. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 0896-5803, ZDB-ID 1302785-2. - Vol. 39.2017, 4, p. 441-465
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Subject: | Immobilienfonds | Real estate fund | Spekulationsblase | Bubbles | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Geldpolitik | Monetary policy | CAPM | USA | United States |
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