We survey the properties of commercial real estate (CRE) as an asset class. We first
illustrate its importance relative to the US economy and to other asset classes. We then …

The aim of this study is to examine whether securitized real estate returns reflect direct real
estate returns or general stock market returns using international data for the US, UK, and …

This article reviews the state of the art in real estate price indexing and the state of
knowledge about real estate price dynamics, with a focus on investment property, or income …

We apply a multivariate asymmetric generalized dynamic conditional correlation GARCH
model to daily index returns of S&P500, US corporate bonds, and their real estate …

The developing technology of wavelet analysis offers a valuable tool in mitigating many of
the limitations of earlier studies of housing price dynamics. This paper applies wavelet …

The dynamic role of the Japanese property sector REITs in mixed-assets portfolio | Emerald
Insight Books and journals Case studies Expert Briefings Open Access Publish with us …

In this paper, we attempt to explore the effects of various uncertainty measures–namely,
implied volatility (VIX), tail risk (SKEW), economic policy uncertainty (EPU) and partisan …

Comparative approach is embedded in the International valuation standards (IVS) or also in
European valuation standards (EVS) as a main approach to receive a market value of realty …

In this article, the authors use sector-level unlevered real estate investment trust (REIT) and
direct real estate data to study whether the" escrow lag" in the recording of private market …

In this paper, we examine price dynamics, cycles and lead-lag relationships between private
and public commercial real estate markets. We utilize wavelet technology to capture both the …