Is commercial property a hedge against inflation? A cointegration approach
Tarbert, H.
Is commercial property a hedge against inflation? A cointegration approach - 1996 - Journal of Property Finance 7(1) 1996, 77-98(12) .
Discusses whether commercial property is a hedge against inflation. Includes appendices on testing the data for order of integration and full results of Famma-type regression for 1978-1995. References.
PROPERTY-COMMERCIAL PROPERTY
FAMMA-TYPE REGRESSION
HEDGING METHODS
INFLATION
Is commercial property a hedge against inflation? A cointegration approach - 1996 - Journal of Property Finance 7(1) 1996, 77-98(12) .
Discusses whether commercial property is a hedge against inflation. Includes appendices on testing the data for order of integration and full results of Famma-type regression for 1978-1995. References.
PROPERTY-COMMERCIAL PROPERTY
FAMMA-TYPE REGRESSION
HEDGING METHODS
INFLATION