International real estate research
نویسندگان
چکیده
منابع مشابه
International Real Estate Review
This paper applies the Hodrck-Prescott (HP) filter to forecast short-term residential real estate prices under cyclical movements. We separate the trend component from the cyclical component. We show that each regional residential market reacts not only to previous price movements, but also that these regional markets react to previous shocks under Auto Regressive Integrated Moving Average (ARI...
متن کاملInternational Real Estate Investments :
In the past, international real estate investment has consisted of direct equity investment in foreign countries. Such investments have traditionally been considered to provide diversification benefits given that it was assumed that such properties were affected predominately by their respective domestic economies. Of course another benefit of international investment is the ability to seek out...
متن کاملWhat factors determine international real estate security returns ?
In this paper, we use constrained cross-section regressions to disentangle the effects of various factors on real estate security returns in 21 countries. A better knowledge of the risk factors driving real estate returns is crucial, whether a pure real estate portfolio is constructed, or whether real estate is considered as an alternative asset class within the traditional stock portfolio. Bes...
متن کاملLong-term benefits from investing in international real estate
This paper analyses longand short-term co-movements between 14 international real estate stock markets based on bivariate testing for cointegration and correlation analysis. The results indicate that there exist strong long-term relationships within economic and geographical regions, but less long-run linkages between real estate markets in different continents. Thus, investors would benefit fr...
متن کاملDo securitized real estate markets jump? International evidence ¬リニ
Article history: Received 14 February 2014 Accepted 2 November 2014 Available online 8 November 2014 We apply a jump GARCH model to daily returns of the ten largest international securitized real estatemarkets and investigate the sources of large price changes. We document, for the first time, evidence for jump dynamics across major international securitized real estate markets. Large price jum...
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ژورنال
عنوان ژورنال: Journal of Property Investment & Finance
سال: 2019
ISSN: 1463-578X
DOI: 10.1108/jpif-08-2019-103