Swiss real estate as a hedge against inflation : new evidence using hedonic and autoregressive models
Language: English Series: Journal of Property Finance ; 7(1) 1996, 33-49(9)Publication details: 1996Subject(s): Summary: 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)| Item type | Current library | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|
| Journal article | London Journal article | ABS54784 (Browse shelf(Opens below)) | 1 | Available | 12247-1001 |
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)