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Research Articles

Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective

Pages 47-57 | Published online: 18 Jun 2020

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Read on this site (6)

Xiaojie Xu & Yun Zhang. (2023) Retail Property Price Index Forecasting through Neural Networks. Journal of Real Estate Portfolio Management 29:1, pages 1-28.
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Ashish Gupta & Prashant Das. (2022) Asymmetric political attention across foreign and domestic private equity real estate investors. Journal of Property Research 39:1, pages 1-29.
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J.J. Szczygielski, L.M. Brummer & H.P. Wolmarans. (2020) Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission. Studies in Economics and Econometrics 44:2, pages 133-165.
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Omokolade Akinsomi, Nikiwe Mkhabela & Marimo Taderera. (2018) The role of macro-economic indicators in explaining direct commercial real estate returns: evidence from South Africa. Journal of Property Research 35:1, pages 28-52.
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Alain Chaney & Martin Hoesli. (2015) Multifamily residential asset and space markets and linkages with the economy. Journal of Property Research 32:1, pages 50-76.
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Jo-Hui Chen, Ting-Tzu Chang, Chao-Rung Ho & John Francis Diaz. (2014) Grey Relational Analysis and Neural Network Forecasting of REIT returns. Quantitative Finance 14:11, pages 2033-2044.
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Articles from other publishers (8)

AbdurRaheem A. Yakub, Kamalahasan Achu, Hishamuddin Mohd Ali & Rohaya Abdul Jalil. (2022) An analysis of the determinants of office real estate price modelling in Nigeria: using a Delphi approach. Property Management 40:5, pages 758-779.
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Jan Jakub Szczygielski, Leon Brümmer & Hendrik Petrus Wolmarans. (2020) An augmented macroeconomic linear factor model of South African industrial sector returns. The Journal of Risk Finance 21:5, pages 517-541.
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Ashish Gupta, Graeme Newell, Deepak Bajaj & Satya Mandal. (2020) Determinants of foreign and domestic non-listed real estate fund flows in India. Journal of Property Investment & Finance 38:6, pages 503-524.
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Jan J. Szczygielski, Zack Enslin & Elda Du Toit. (2018) An investigation into the changing relationship between the gold price and South African gold mining industry returns. South African Journal of Business Management 49:1.
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Martha S Peyton. (2009) Capital Markets Impact on Commercial Real Estate Cap Rates: A Practitioner’s View . The Journal of Portfolio Management 35:5, pages 38-49.
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Bora Aktan & Mustafa Ozturk. (2009) Empirical examination of REITs in Turkey: an emerging market perspective. Journal of Property Investment & Finance 27:4, pages 373-403.
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Jan Szczygielski, Lean Brummer & Hendrik Wolmarans. (2019) Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission. SSRN Electronic Journal.
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Jan Szczygielski, Lean Brummer & Hendrik Wolmarans. (2019) Are Macroeconomic Factors Adequate Proxies for Systematic Influences in Stock Returns?. SSRN Electronic Journal.
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