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Asset Meltdown - Fact or Fiction?

Marekwica, Marcel and Maurer, Raimond and Sebastian, Steffen P. (2011) Asset Meltdown - Fact or Fiction? Journal of Real Estate Portfolio Management (17), pp. 27-38.

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Abstract

This paper analyzes the relation between demographic structure and real asset returns on treasury bills, bonds and stocks for the G7-countries (United States, Canada, Japan, Italy, France, the United Kingdom and Germany). A macroeconomic multifactor model is used to examine a variety of different demographic factors from 1951 to 2002. There was no robust relationship found between shocks in ...

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Item Type:Article
Date:2011
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:Partially
Owner: Epub Sebastian
Deposited On:09 Oct 2009 10:20
Last Modified:09 Apr 2013 08:51
Item ID:9760
Owner Only: item control page
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