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Real estate as a common risk factor in bank stock returns

Carmichael, Benoît; Coën, Alain - In: Journal of banking & finance 94 (2018), pp. 118-130

Persistent link: https://www.econbiz.de/10011966483

A portfolio approach to the optimal mix of funded and unfunded pensions

Bouhakkou, Léa; Coën, Alain; Folus, Didier - In: Applied economics 52 (2020) 16, pp. 1733-1744

Persistent link: https://www.econbiz.de/10012197588

Real estate as a common risk factor in the financial sector : international evidence

Carmichael, Benoît; Coën, Alain - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430799

Geopolitical risk and the dynamics of REITs returns

Coën, Alain; Desfleurs, Aurélie - In: Finance research letters 64 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014531761

The relative importance of economic policy uncertainty and geopolitical risk on U.S. REITs returns

Coën, Alain; Desfleurs, Aurélie - In: Journal of property investment & finance 42 (2024) 6, pp. 576-590

Persistent link: https://www.econbiz.de/10015404061

Leverage risk and REIT returns

Coën, Alain; Guardiola, Philippe - In: Finance research letters 78 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015416123

Forward curve risk factors analysis in the UK real estate market

Drouhin, Pierre-Arnaud; Simon, Arnaud; Essafi, Yasmine - In: The journal of real estate finance and economics 53 (2016) 4, pp. 494-526

Persistent link: https://www.econbiz.de/10011717579

Forward Curve Risk Factors Analysis in the UK Real Estate Market

Drouhin, Pierre-Arnaud Henri - 2016

This paper empirically investigates the risk factors of the property swap prices using four years of price data relative to the UK Investment Property Databank (IPD) Total Return All Property Swap. The implied forward rates are analyzed with a first difference model to determine its main...

Persistent link: https://www.econbiz.de/10012981825