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Credit spreads : evidence from the mortgage market

Ambrose, Brent William (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001659355

The effect of conforming loan status on mortgage yield spreads : a loan level analysis

Ambrose, Brent William (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001905417

The effect of conforming loan status on mortgage yield spreads : a loan level analysis

Ambrose, Brent William; LaCour-Little, Michael; … - In: Real estate economics : journal of the American Real … 32 (2004) 4, pp. 541-569

Persistent link: https://www.econbiz.de/10002528580

REIT capital budgeting and equity maginal q

Ambrose, Brent William; Lee, Dong Wook - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 483-514

Persistent link: https://www.econbiz.de/10008656985

Comovement after joining an index : spillovers of nonfundamental effects

Ambrose, Brent William; Lee, Dong Wook; Peek, Joe - In: Real estate economics : journal of the American Real … 35 (2007) 1, pp. 57-90

Persistent link: https://www.econbiz.de/10003487062

Real estate risk and hedge fund returns

Ambrose, Brent William; Cao, Charles Q.; D'Lima, Walter - In: The journal of real estate finance and economics 52 (2016) 3, pp. 197-225

Persistent link: https://www.econbiz.de/10011591657

Real Estate Risk and Hedge Fund Returns

Ambrose, Brent William - 2016

We explore a new investment dimension relating hedge fund exposure to the real estate market. Using fund level data from 1994 to 2012 from a major hedge fund data vendor, we identify 1,321 hedge funds as having significant exposure to direct or securitized real estate. We test for the economic...

Persistent link: https://www.econbiz.de/10012997725