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Construction of a Transaction-Based Real Estate Index for the Paris Housing Market

Maurer, Raimond; Pitzer, Martin; Sebastian, Steffen - Fachbereich Wirtschaftswissenschaft, Goethe … - 2004

In this paper, we calculate a transaction–based price index for apartments in Paris (France). The heterogeneous character of real estate is taken into account using an hedonic model. The functional form is specified using a general Box–Cox function. The data basis covers 84 686 transactions...

Persistent link: https://www.econbiz.de/10004988560

Hedonic Price Indices for the Paris Housing Market

Maurer, Raimond - 2011

In this paper, we calculate a transaction-based price index for apartments in Paris (France). The heterogeneous character of real estate is taken into account using an hedonic model. The functional form is specified using a general Box-Cox function. The data basis covers 84,686 transactions of...

Persistent link: https://www.econbiz.de/10012757196

Construction of a transaction based price index for the Paris housing market

Sebastian, Steffen; Maurer, R.; Pitzer, Martin - European Real Estate Society - ERES - 2001

In this paper, we calculate a transaction based price index for apartments in Paris (France). The heterogeneous character of real estate is taken into account by using a multiple regression model. The functional form is specified using a general Box/Cox-function. The data base covers about 65%...

Persistent link: https://www.econbiz.de/10010800525

Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K.

Maurer, Raimond; Reiner, Frank; Sebastian, Steffen - 2004

In contrast to the United States and the United Kingdom, little empirical work exists about the distributional characteristics of appraisalbased real estate returns outside these countries. The purpose of this study is to fill this gap by focusing on Germany. In line with other studies, this...

Persistent link: https://www.econbiz.de/10010316261

Inflation Risk Analysis of European Real Estate Securities

Maurer, Raimond; Sebastian, Steffen - 2002

The focus of this article is the analysis of the inflation risk of European real estate securities. Following both a causal and a final understanding of risk, the analysis is twofold. First, to examine the causal influence of inflation on short- and long-term asset returns, different regression...

Persistent link: https://www.econbiz.de/10010316279

Immobilienindizes im Portfolio-Management

Maurer, Raimond; Sebastian, Steffen; Stephan, Thomas G. - 2000

, (ii) auf Basis von Markttransaktionen in Immobilien und (iii) auf Basis der Wertentwicklung börsennotierter …

Persistent link: https://www.econbiz.de/10010316301

Inflationsrisiken von Aktien, Bonds und indirekten Immobilienanlagen

Maurer, Raimond; Sebastian, Steffen - In: Kredit und Kapital 35 (2002) 2, pp. 242-279

Inflationsrisiken von Aktien, Bonds und indirekten Immobilienanlagen Für private Anleger ist der Schutz gegen … typischen Anlagen in nationale Portefeuilles aus Aktien, Bonds und Immobilien-Investmentgesellschaften als indirekte …, wird zunächst ein Überblick dieser Gesellschaften am deutschen, französischen, britischen und schweizerischen Finanzmarkt …

Persistent link: https://www.econbiz.de/10014523070

Inflation Risk Analysis of European Real Estate Securities

Maurer, Raimond; Sebastian, Steffen - European Real Estate Society - ERES - 2000

Real estate is an important asset, but as a direct investment subject to several difficulties. Shares of public open end funds or of real estate stock corporations represent a possible way for an investor to avoid these problems. The focus of this paper is the analysis of inflation risk of...

Persistent link: https://www.econbiz.de/10010799704

ASSET MELTDOWN - FACT OR FICTION?

Maurer, Raimond; Marekwica, Marcel; Sebastian, Steffen - European Real Estate Society - ERES - 2006

This paper analyzes the relation between demographic structure and real asset returns on treasury bills, bonds, stocks and real estate for the G7-countries (United States, Canada, Japan, Italy, France, the United Kingdom and Germany). Based on a macroeconomic multifactor model, a variety of...

Persistent link: https://www.econbiz.de/10010800216

Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K.

Maurer, Raimond; Reiner, Frank; Sebastian, Steffen - Fachbereich Wirtschaftswissenschaft, Goethe … - 2004

Persistent link: https://www.econbiz.de/10004988562