Lin Lee, Chyi - In: International Journal of Housing Markets and Analysis 7 (2014) 1, pp. 61-75
Purpose – This study aims to extend the current literature by examining the inflation-hedging effectiveness of … stages. The first stage is to estimate the inflation-hedging ability of Malaysian residential property in the short run. The … Fama and Schwert model was employed. Thereafter, the long-run inflation-hedging effectiveness was assessed by using a …