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...

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...

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...

Purpose: The purpose of this study is to highlight the determinants of market rents and to build a hedonic market rent index for each urban area and rental sector in France for the period 1970–2013. The authors also analyse the market rent dynamics over this period, with a special attention...

The aim of this research is to study the determinants of the use of direct versus intermediated solutions on the French housing market. The theoretical perspective of perceived transaction costs provides a useful framework for understanding the existence of a specific mode of transaction in real...

Que signifie « informer » lorsque l'on aborde les prix de l'immobilier résidentiel ? Contrairement au marché action pour lequel il suffit de consulter des cotations, le prix de marché de l'immobilier semble être une notion dont la connaissance n'est pas aisée. En témoigne le malaise,...