International real estate returns: a multifactor, multicountry approach
Bond, S.
International real estate returns: a multifactor, multicountry approach - 2003 - Real Estate Economics 31(3) 481-500(11) .
Examines the risk and return characteristics of publicly traded real estate companies from 14 countries over the periods 1990 to 2001. Data consists of monthly country level commercial real estate indexes constructed by the European Public Real Estate Association. Finds evidence of strong global market risk components. Findings imply that the international diversification opportunities with real estate companies are more complex than previously thought. [Taken from journal abstract].
REAL ESTATE
INVESTMENT
ECONOMICS
International real estate returns: a multifactor, multicountry approach - 2003 - Real Estate Economics 31(3) 481-500(11) .
Examines the risk and return characteristics of publicly traded real estate companies from 14 countries over the periods 1990 to 2001. Data consists of monthly country level commercial real estate indexes constructed by the European Public Real Estate Association. Finds evidence of strong global market risk components. Findings imply that the international diversification opportunities with real estate companies are more complex than previously thought. [Taken from journal abstract].
REAL ESTATE
INVESTMENT
ECONOMICS