Macroeconomic Risk Factors and the Role of Mispriced Credit in the Returns from International Real Estate Securities

Author:

Pavlov Andrey1,Steiner Eva2,Wachter Susan3

Affiliation:

1. Beedie School of Business; Simon Fraser University; Vancouver V6C 1W6 Canada

2. Department of Land Economy; The University of Cambridge; Cambridge CB3 9EP United Kingdom

3. The Wharton School; University of Pennsylvania; Philadelphia PA 19104 USA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference57 articles.

1. Presidential Address: Do Financial Institutions Matter?;Allen;Journal of Finance,2001

2. Innovations in Financial Services, Relationships, and Risk Sharing;Allen;Management Science,1999

3. Global Financial Integration and Real Estate Security Returns;Bardhan;Real Estate Economics,2008

4. International Stock Return Comovements;Bekaert;Journal of Finance,2009

5. The Financial Accelerator and the Flight to Quality;Bernanke;Review of Economics and Statistics,1996

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