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Property returns and inflation

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Pages 47-55 | Received 01 Nov 1987, Published online: 27 Apr 2007

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Henry Koon Nam Lee. (2013) A Cointegration Analysis of Inflation and Real Estate Returns. Journal of Real Estate Portfolio Management 19:3, pages 207-223.
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Bryan D. MacGregor, Nanda Nanthakumaran & Allison M. Orr. (2012) The sensitivity of UK commercial property values to interest rate changes. Journal of Property Research 29:2, pages 123-151.
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Isil Erol & Dogan Tirtiroglu. (2008) The inflation-hedging properties of Turkish REITs. Applied Economics 40:20, pages 2671-2696.
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Cécile Le Moigne & Éric La. (2008) Private Real Estate as an Inflation Hedge: An Updated Look with a Global Perspective. Journal of Real Estate Portfolio Management 14:4, pages 263-286.
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Ming-Chi Chen & Tien Foo. (2006) Common Structural Time Series Components in Inflation and Residential Property Prices. Journal of Real Estate Portfolio Management 12:1, pages 23-36.
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Raimond Maurer & Steffen Sebastian. (2002) Inflation Risk Analysis of European Real Estate Securities. Journal of Real Estate Research 24:1, pages 47-78.
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Foort Hamelink, Bryan MacGregor, Nanda Nanthakumaran & Allison Orr. (2002) A comparison of UK equity and property duration. Journal of Property Research 19:1, pages 61-80.
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Tien-Foo National & Swee-Hiang Low. (2000) The Inflation-Hedging Characteristics of Real Estate and Financial Assets in Singapore. Journal of Real Estate Portfolio Management 6:4, pages 373-385.
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Simon Stevenson & Louis Murray. (1999) An Examination of the Inflation Hedging Ability of Irish Real Estate. Journal of Real Estate Portfolio Management 5:1, pages 59-69.
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S. Ganesan & Y. Chiang. (1998) The Inflation-Hedging Characteristics of Real and Financial Assets in Hong Kong. Journal of Real Estate Portfolio Management 4:1, pages 55-67.
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BryanD. MacGregor & Nanda Nanthakumaran. (1992) The allocation to property in the multi‐asset portfolio: The evidence and theory reconsidered. Journal of Property Research 9:1, pages 5-32.
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PeterM. Brown. (1990) United Kingdom residential price expectations and inflation. Land Development Studies 7:2, pages 57-67.
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Articles from other publishers (22)

Akuakanwa Eziukwu Nwosu, Victoria Amietsenwu Bello, Abiodun Kolawole Oyetunji & Chiemela Victor Amaechi. (2023) Dynamics of the Inflation-Hedging Capabilities of Real Estate Investment Portfolios in the Nigerian Property Market. Buildings 14:1, pages 72.
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Jan Muckenhaupt, Martin Hoesli & Bing Zhu. (2023) Listed Real Estate as an Inflation Hedge Across Regimes. The Journal of Real Estate Finance and Economics.
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Bormpotsialou Olga & Rovolis Antonios. (2019) Housing Construction as a Leading Economic Indicator. Studies in Business and Economics 14:3, pages 33-49.
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Siew Peng Lee & Mansor Isa. 2019. Finance and Strategy Inside China. Finance and Strategy Inside China 49 65 .
Seungryul Ma & Doowon Bang. (2017) Relationship between Inflation and Housing Assets. Journal of Housing and Urban Finance 2:1, pages 83-112.
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Gwangheon Hong, Jaeuk Khil & Bong‐Soo Lee. (2013) Stock Returns, Housing Returns and Inflation: Is There an Inflation Illusion?. Asia-Pacific Journal of Financial Studies 42:4, pages 511-562.
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Dalina Amonhaemanon, Marc J.K. De Ceuster, Jan Annaert & Hau Le Long. (2013) The Inflation-hedging Ability of Real Estate Evidence in Thailand: 1987-2011. Procedia Economics and Finance 5, pages 40-49.
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Daniel Obereiner & Björn‐Martin Kurzrock. (2012) Inflation‐hedging properties of indirect real estate investments in Germany. Journal of Property Investment & Finance 30:3, pages 218-240.
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Haibo Huang & Susan Hudson-Wilson. (2007) Private Commercial Real Estate Equity Returns and Inflation. The Journal of Portfolio Management 33:5, pages 63-73.
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Maurer, Raimond & Sebastian, Steffen. (2002) Inflationsrisiken von Aktien, Bonds und indirekten Immobilienanlagen. Credit and Capital Markets - Kredit und Kapital 35:2, pages 242-279.
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Simon Stevenson. (2000) A Long-Term Analysis of Regional Housing Markets and Inflation. Journal of Housing Economics 9:1-2, pages 24-39.
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Simon Stevenson. (1999) The performance and inflation hedging ability of regional housing markets. Journal of Property Investment & Finance 17:3, pages 239-260.
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J.A. Schofield. (1997) An attribution of the return on the UK commercial property market. Journal of Property Finance 8:4, pages 336-362.
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Martin Hoesli & Foort Hamelink. (1997) An examination of the role of Geneva and Zurich housing in Swiss institutional portfolios. Journal of Property Valuation and Investment 15:4, pages 354-371.
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J.A. Schofield. (1996) Inflation hedging and UK commercial property. Journal of Property Finance 7:1, pages 99-117.
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Heather Tarbert. (1996) Is commercial property a hedge against inflation?. Journal of Property Finance 7:1, pages 77-98.
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R.J. Barkham, C.W.R. Ward & O.T. Henry. (1996) The inflation‐hedging characteristics of UK property. Journal of Property Finance 7:1, pages 62-76.
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George Matysiak, Martin Hoesli, Bryan MacGregor & Nanda Nanthakumaran. (1996) The long‐term inflation‐hedging characteristics of UK commercial property. Journal of Property Finance 7:1, pages 50-61.
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Foort Hamelink & Martin Hoesli. (1996) Swiss real estate as a hedge against inflation. Journal of Property Finance 7:1, pages 33-49.
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Graeme Newell. (1996) The inflation‐hedging characteristics of Australian commercial property: 1984‐1995. Journal of Property Finance 7:1, pages 6-20.
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Martin Hoesli. (1994) Real Estate as a Hedge against Inflation. Journal of Property Valuation and Investment 12:3, pages 51-59.
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John L. Glascock, Lei Feng, Li Fan & Helen X. Bao. (2008) Inflation Hedging Characteristics of Real Estate Assets in Hong Kong. SSRN Electronic Journal.
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