Do European real estate stocks hedge inflation? Evidence from developed and emerging markets

Do European real estate stocks hedge inflation? Evidence from developed and emerging markets

This study examines the inflation-hedging properties of European real estate stocks in developed and emerging markets over 1990 to 2011. The Fama and Schwert model and a dynamic ordinary least squares (DOLS) regression were employed to study the inflation-hedging characteristics of European real es...

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Bibliographic Details
Main Authors: Chyi Lin Lee, Ming-Long Lee
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2014-06-01
Series:International Journal of Strategic Property Management
Subjects:
Real estate stocks
Inflation-hedging
DOLS
Short-run and long-run
Europe
Online Access:https://journals.vgtu.lt/index.php/IJSPM/article/view/3457

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