Geostatistical model is one of spatial statistical methodologies used for correcting spatial autocorrelation problem. To apply this model, two common assumptions should be made to allow global homogeneity: spatial continuity and spatial stationary. In different fields of research such as...

The development of information and communication technologies (Internet, databases...) reduces the barriers of investment. Consequently, investors now have a wealth of opportunities available for diversifying their real estate portfolio geographically. However, neighborhoods residential...

Based on the repeat-sales theory, this article tries to give an answer to the following question: Is it possible to find a functional relation between a flow index, whose values at time t are calculated only with the transactions observed at this moment (like the median or the hedonic index) and...

The purpose of this paper is to investigate the factor structure of the real estate forward curve dynamics. Four years of price data on the UK Investment Property Databank (IPD) Total Return Swap All Property are analyzed. The choice of the UK market is justified by the fact that this market is...

For some years, real estate and finance have become more and more interlinked. The application of the powerful tools developed in finance for this field of knowledge seems promising; mortgage valuation method developed by Kau, Keenan, Muller, Epperson (1992) being a major example of this. This...

The objective of this research is to study the determinants of the use of intermediated solutions by homeowners. The theoretical perspective of perceived transaction costs provides a relevant framework for understanding the existence of this type of transaction in the real estate sector. From a...

The reversibility phenomenon for the repeat-sales index (RSI) is a serious obstacle for the derivatives products; it could hinder their introduction or their success. It is also an undesirable characteristic for the management of the real estate risk. This article provides a general solution for...

Geostatistics and spatial econometrics are two spatial statistical approaches used to deal with spatial dependence. Geostatistics estimates directly the variance-covariance matrix by assuming that the covariance among observations depends inversely on the distance between their locations, called...

Purpose: This paper aims to explore the relationship between the financialisation dynamics of listed property companies (LPCs) and their participation in the metropolisation dynamics, in ten European countries between 2000 and 2017. The study takes place in a context of globalised real estate...