FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1537690198> ?p ?o ?g. }

• W1537690198 abstract "A great deal of research has focused on the linkages between stock and bond market returns and macroeconomic events such as fluctuations in interest rates, inflation rates and industrial production. Although the comovements of real estate and other asset prices suggests that these same systematic risk factors are likely to be priced in real estate markets, no study has formally addressed this issue. This study identifies the growth rate in real estate per capita consumption, the real T-bill rate, the term structure of interest rates, and unexpected inflation as fundamental drivers or state that systematically affect real estate returns. The finding of a consistently significant risk premium on consumption has important ramifications for the vast literature that has examined the (risk-adjusted) performance of real estate, for it suggests that prior findings of significant abnormal returns (either positive or negative) that have ignored consumption are potentially biased by an omitted variables problem. The results also have important implications for dynamic asset allocation strategies which involve the predictability of real estate returns using economic data." @default.
• W1537690198 created "2016-06-24" @default.
• W1537690198 creator A5031098986 @default.
• W1537690198 creator A5037422502 @default.
• W1537690198 date "1997-03-14" @default.
• W1537690198 modified "2023-10-02" @default.
• W1537690198 title "Economic Risk Factors and Commercial Real Estate Returns" @default.
• W1537690198 cites W1562727853 @default.
• W1537690198 cites W1964661235 @default.
• W1537690198 cites W1966886194 @default.
• W1537690198 cites W1971114867 @default.
• W1537690198 cites W1975948073 @default.
• W1537690198 cites W1978964220 @default.
• W1537690198 cites W1984222022 @default.
• W1537690198 cites W1998656105 @default.
• W1537690198 cites W2006808353 @default.
• W1537690198 cites W2010316109 @default.
• W1537690198 cites W2010681793 @default.
• W1537690198 cites W2015800048 @default.
• W1537690198 cites W2017449009 @default.
• W1537690198 cites W2023244196 @default.
• W1537690198 cites W2029056003 @default.
• W1537690198 cites W2036776382 @default.
• W1537690198 cites W2039034091 @default.
• W1537690198 cites W2048284609 @default.
• W1537690198 cites W2052975614 @default.
• W1537690198 cites W2064360179 @default.
• W1537690198 cites W2067630993 @default.
• W1537690198 cites W2078905536 @default.
• W1537690198 cites W2079630967 @default.
• W1537690198 cites W2079768614 @default.
• W1537690198 cites W2082330181 @default.
• W1537690198 cites W2083148578 @default.
• W1537690198 cites W2089556049 @default.
• W1537690198 cites W2091800018 @default.
• W1537690198 cites W2104795328 @default.
• W1537690198 cites W2113292117 @default.
• W1537690198 cites W2116347131 @default.
• W1537690198 cites W2122948126 @default.
• W1537690198 cites W2125820496 @default.
• W1537690198 cites W2128337763 @default.
• W1537690198 cites W2132490210 @default.
• W1537690198 cites W2134807435 @default.
• W1537690198 cites W2138113134 @default.
• W1537690198 cites W2141673418 @default.
• W1537690198 cites W2166215547 @default.
• W1537690198 cites W3124288100 @default.
• W1537690198 cites W3125017137 @default.
• W1537690198 hasPublicationYear "1997" @default.
• W1537690198 type Work @default.
• W1537690198 sameAs 1537690198 @default.
• W1537690198 citedByCount "24" @default.
• W1537690198 countsByYear W15376901982012 @default.
• W1537690198 countsByYear W15376901982013 @default.
• W1537690198 countsByYear W15376901982014 @default.
• W1537690198 countsByYear W15376901982015 @default.
• W1537690198 crossrefType "posted-content" @default.
• W1537690198 hasAuthorship W1537690198A5031098986 @default.
• W1537690198 hasAuthorship W1537690198A5037422502 @default.
• W1537690198 hasConcept C10138342 @default.
• W1537690198 hasConcept C106159729 @default.
• W1537690198 hasConcept C112136304 @default.
• W1537690198 hasConcept C121332964 @default.
• W1537690198 hasConcept C127413603 @default.
• W1537690198 hasConcept C144024400 @default.
• W1537690198 hasConcept C149782125 @default.
• W1537690198 hasConcept C151541453 @default.
• W1537690198 hasConcept C154527381 @default.
• W1537690198 hasConcept C154815372 @default.
• W1537690198 hasConcept C162324750 @default.
• W1537690198 hasConcept C175025494 @default.
• W1537690198 hasConcept C181236170 @default.
• W1537690198 hasConcept C197640229 @default.
• W1537690198 hasConcept C200941418 @default.
• W1537690198 hasConcept C204036174 @default.
• W1537690198 hasConcept C2780821815 @default.
• W1537690198 hasConcept C30755413 @default.
• W1537690198 hasConcept C30772137 @default.
• W1537690198 hasConcept C33332235 @default.
• W1537690198 hasConcept C36289849 @default.
• W1537690198 hasConcept C38815200 @default.
• W1537690198 hasConcept C556758197 @default.
• W1537690198 hasConcept C62520636 @default.
• W1537690198 hasConcept C69738904 @default.
• W1537690198 hasConcept C78519656 @default.
• W1537690198 hasConcept C82279013 @default.
• W1537690198 hasConceptScore W1537690198C10138342 @default.
• W1537690198 hasConceptScore W1537690198C106159729 @default.
• W1537690198 hasConceptScore W1537690198C112136304 @default.
• W1537690198 hasConceptScore W1537690198C121332964 @default.
• W1537690198 hasConceptScore W1537690198C127413603 @default.
• W1537690198 hasConceptScore W1537690198C144024400 @default.
• W1537690198 hasConceptScore W1537690198C149782125 @default.
• W1537690198 hasConceptScore W1537690198C151541453 @default.
• W1537690198 hasConceptScore W1537690198C154527381 @default.
• W1537690198 hasConceptScore W1537690198C154815372 @default.
• W1537690198 hasConceptScore W1537690198C162324750 @default.
• W1537690198 hasConceptScore W1537690198C175025494 @default.
• W1537690198 hasConceptScore W1537690198C181236170 @default.
• W1537690198 hasConceptScore W1537690198C197640229 @default.

• next