Swiss real estate as a hedge against inflation : new evidence using hedonic and autoregressive models
Hamelink, F.
Swiss real estate as a hedge against inflation : new evidence using hedonic and autoregressive models - 1996 - Journal of Property Finance 7(1) 1996, 33-49(9) .
Tests the inflation-hedging effectiveness of Swiss real estate. Four proxies for expected inflation are used, two of them being based on autoregressive conditional heteroscedasticity models (ARCH-M and QTARCH). References. (Journal abstract)
PROPERTY-COMMERCIAL PROPERTY
FINANCIAL MODELLING
HEDGING METHODS
INFLATION
SWITZERLAND
Swiss real estate as a hedge against inflation : new evidence using hedonic and autoregressive models - 1996 - Journal of Property Finance 7(1) 1996, 33-49(9) .
Tests the inflation-hedging effectiveness of Swiss real estate. Four proxies for expected inflation are used, two of them being based on autoregressive conditional heteroscedasticity models (ARCH-M and QTARCH). References. (Journal abstract)
PROPERTY-COMMERCIAL PROPERTY
FINANCIAL MODELLING
HEDGING METHODS
INFLATION
SWITZERLAND