登录 注册 会员服务 联系我们

Low-frequency volatility of real estate securities and macroeconomic risk

  • Published:2017-08-23 Issue: Volume:58 Page:311-342
  • ISSN:0810-5391
  • Container-title:Accounting & Finance
  • language:en
  • Short-container-title:Account Finance

Author:

Lee Chyi Lin1ORCID,Stevenson Simon2,Lee Ming-Long3

Affiliation:

1. School of Business and Urban Research Program; Western Sydney University; Penrith NSW Australia

2. Runstad Center for Real Estate Studies; University of Washington; Seattle WA USA

3. Department of Finance; National Dong Hwa University; Shoufeng Hualien Taiwan

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Reference79 articles.

1. Stock returns and volatility: pricing the short-run and long-run components of market risk;Adrian;Journal of Finance,2008

2. Public real estate and the term structure of interest rates: a cross-country study;Akimov;Journal of Real Estate Finance and Economics,2015

3. Inflation hedging properties of real assets and implications for asset-liability management decisions;Amenc;Journal of Portfolio Management,2009

4. The impact of switching regimes and monetary shocks: an empirical analysis of REITs;Anderson;Journal of Real Estate Research,2012

5. Low-frequency volatility of yen interest rate swap market in relation to the macroeconomic risk;Azad;International Review of Finance,2011
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3