Varying interest rate sensitivity of different property sectors : cross-country evidence from REITs
Yu-Cheng Lin and Chyi Lin Lee and Graeme Newell
| Year of publication: |
2022
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|---|---|
| Authors: | Lin, Yu-Cheng ; Lee, Chyi Lin ; Newell, Graeme |
| Published in: |
Journal of property investment & finance. - Bradford : Emerald, ISSN 1470-2002, ZDB-ID 2025925-6. - Vol. 40.2022, 1, p. 68-98
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| Subject: | GARCH-M model | Interest rate sensitivity | Multiple property sectors | Pacific rim region | Sector-specific REITs | Specialisation value | Immobilienfonds | Real estate fund | Zins | Interest rate | Kapitaleinkommen | Capital income | Asiatisch-pazifischer Raum | Asia-Pacific region |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JPIF-09-2020-0099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012990449