One and the same? A systematic literature review of residential property investor types

S Özogul, T Tasan-Kok - Journal of Planning Literature, 2020 - journals.sagepub.com
This article presents a systematic literature review on residential property investor types in
selected social science disciplines and critically evaluates the status quo of academic …

What do scientists know about inflation hedging?

S Arnold, BR Auer - The North American Journal of Economics and Finance, 2015 - Elsevier
In this article, we give an overview of the state of scientific knowledge on inflation hedging.
Specifically, we distill the results of several decades of research analysing the relationship …

Listed real estate as an inflation hedge across regimes

J Muckenhaupt, M Hoesli, B Zhu - The Journal of Real Estate Finance and …, 2023 - Springer
This paper examines the inflation-hedging capability of listed real estate (LRE) companies in
the US from 1975 to 2023, and in three other economies—the UK, Japan, and Australia …

Do house prices hedge inflation in the US? A quantile cointegration approach

C Christou, R Gupta, W Nyakabawo… - International Review of …, 2018 - Elsevier
This study analyses the long-run relationship between US house prices and non-housing
Consumer Price Index (CPI) over the monthly period 1953 to 2016 using a quantile …

The exchange rate effect on housing price index and REIT index return rates

L Sumer, B Özorhon - Finansal Araştırmalar ve Çalışmalar Dergisi, 2020 - dergipark.org.tr
Real estate is an important investment instrument, and homeownership has always been
considered as a valuable investment tool in Turkey. Real Estate Investment Trusts (REITs) …

Low‐frequency volatility of real estate securities and macroeconomic risk

CL Lee, S Stevenson, ML Lee - Accounting & Finance, 2018 - Wiley Online Library
Real estate securities have distinct characteristics that differentiate them from stocks
generally. Key amongst them is that underpinning the firms are both real and investment …

Do European real estate stocks hedge inflation? Evidence from developed and emerging markets

CL Lee, ML Lee - International Journal of Strategic Property …, 2014 - Taylor & Francis
This study examines the inflation-hedging properties of European real estate stocks in
developed and emerging markets over 1990 to 2011. The Fama and Schwert model and a …

Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula

KL Chang - The North American Journal of Economics and Finance, 2017 - Elsevier
This paper explores tail quantile dependences between the inflation rate and the real estate
investment trust (REIT) return by utilizing the Markov-switching GRG copula. Empirical …

Exchange rate exposure of REITs

T Ngo - The Quarterly Review of Economics and Finance, 2017 - Elsevier
In this paper, I examine how foreign exchange rate movements affect US real estate
investment trusts (REITs) returns. I document that REITs returns are adversely affected by …

The puzzling relationship between stocks return and inflation: a review article

S Madadpour, M Asgari - International Review of Economics, 2019 - Springer
This paper presents a critical review of 158 research articles to explore the relationship
between stock return and inflation from 1930 to 2018, which provides a broad literature …