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Inflation Risk Analysis of European Real Estate Securities

Maurer, Raimond and Sebastian, Steffen P. (2002) Inflation Risk Analysis of European Real Estate Securities. Journal of Real Estate Research 24 (1), pp. 47-77.

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Abstract

The focus of this paper 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, we employ different regression approaches based on the methodology of Fama/Schwert 1977. Hedging capacities against expected ...

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Item Type:Article
Date:2002
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Immobilienfinanzierung (Prof. Dr. Steffen Sebastian)
Business, Economics and Information Systems > IRE|BS > Lehrstuhl für Immobilienfinanzierung (Prof. Dr. Steffen Sebastian)
Research groups and research centres:Immobilien- und Kapitalmärkte
Subjects:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Unknown
Owner: Epub Sebastian
Deposited On:09 Dec 2008 14:07
Last Modified:13 Mar 2014 10:34
Item ID:5124
Owner Only: item control page

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