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Original Articles

A comparison of UK equity and property duration

Pages 61-80 | Published online: 07 Feb 2011

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Read on this site (2)

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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Alain Chaney & Martin Hoesli. (2010) The interest rate sensitivity of real estate. Journal of Property Research 27:1, pages 61-85.
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Articles from other publishers (10)

Olga Fullana & David Toscano. (2020) Performance of Alternative Estimation Procedures of the Implied Equity Duration in a Small Stock Market. Sustainability 12:5, pages 1886.
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Olga Fullana, Juan M. Nave & David Toscano. (2018) The implied equity duration when discounting and forecasting parameters are industry specific. Accounting & Finance 58, pages 179-209.
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Olga Fullana & David Toscano. (2014) The implied equity duration for the Spanish listed firms. The Spanish Review of Financial Economics 12:1, pages 33-39.
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Mihnea Constantinescu. (2010) What is the “duration” of Swiss direct real estate?. Journal of Property Investment & Finance 28:3, pages 181-197.
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Francisco Jareño & Eliseo Navarro. (2010) Stock interest rate risk and inflation shocks. European Journal of Operational Research 201:2, pages 337-348.
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Chenghsien Tsai. (2009) The Term Structure of Reserve Durations and the Duration of Aggregate Reserves. Journal of Risk and Insurance 76:2, pages 419-441.
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Sherrill Shaffer. (2007) Equity duration and convexity when firms can fail or stagnate. Finance Research Letters 4:4, pages 233-241.
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Olga Fullana. (2016) Performance of the Implied Equity Duration in Small Stock Markets. SSRN Electronic Journal.
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Olga Fullana, Juan M. Nave & David Toscano. (2013) The Implied Equity Duration When Discounting and Forecasting Parameters are Industry-Specific. SSRN Electronic Journal.
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Foort Hamelink. (2011) On the Equity and Interest Rate Predictability for Balanced Portfolios and Coverage Ratios for Pension Plans. SSRN Electronic Journal.
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