Matches in SemOpenAlex for { <https://semopenalex.org/work/W3126040215> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W3126040215 abstract "Linear models of market performance may be misspecified if the market is subdivided into distinct regimes exhibiting different behavior. Price movements in the United States real estate investment trusts and United Kingdom property companies markets are explored using a threshold autoregressive (TAR) model with regimes defined by the real rate of interest. In both U.S. and U.K. markets, distinctive behavior emerges, with the TAR model offering better predictive power than a more conventional linear autoregressive model. The research points to the possibility of developing trading rules to exploit the systematically different behavior across regimes." @default.
- W3126040215 created "2021-02-01" @default.
- W3126040215 creator A5001318457 @default.
- W3126040215 creator A5045384697 @default.
- W3126040215 creator A5070584363 @default.
- W3126040215 creator A5075996170 @default.
- W3126040215 date "1998-11-11" @default.
- W3126040215 modified "2023-09-24" @default.
- W3126040215 title "Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets" @default.
- W3126040215 hasPublicationYear "1998" @default.
- W3126040215 type Work @default.
- W3126040215 sameAs 3126040215 @default.
- W3126040215 citedByCount "1" @default.
- W3126040215 countsByYear W31260402152015 @default.
- W3126040215 crossrefType "posted-content" @default.
- W3126040215 hasAuthorship W3126040215A5001318457 @default.
- W3126040215 hasAuthorship W3126040215A5045384697 @default.
- W3126040215 hasAuthorship W3126040215A5070584363 @default.
- W3126040215 hasAuthorship W3126040215A5075996170 @default.
- W3126040215 hasConcept C10138342 @default.
- W3126040215 hasConcept C106159729 @default.
- W3126040215 hasConcept C111472728 @default.
- W3126040215 hasConcept C138885662 @default.
- W3126040215 hasConcept C149782125 @default.
- W3126040215 hasConcept C159877910 @default.
- W3126040215 hasConcept C162324750 @default.
- W3126040215 hasConcept C175025494 @default.
- W3126040215 hasConcept C17744445 @default.
- W3126040215 hasConcept C199539241 @default.
- W3126040215 hasConcept C27548731 @default.
- W3126040215 hasConcept C2778136018 @default.
- W3126040215 hasConcept C556758197 @default.
- W3126040215 hasConcept C82279013 @default.
- W3126040215 hasConcept C94625758 @default.
- W3126040215 hasConceptScore W3126040215C10138342 @default.
- W3126040215 hasConceptScore W3126040215C106159729 @default.
- W3126040215 hasConceptScore W3126040215C111472728 @default.
- W3126040215 hasConceptScore W3126040215C138885662 @default.
- W3126040215 hasConceptScore W3126040215C149782125 @default.
- W3126040215 hasConceptScore W3126040215C159877910 @default.
- W3126040215 hasConceptScore W3126040215C162324750 @default.
- W3126040215 hasConceptScore W3126040215C175025494 @default.
- W3126040215 hasConceptScore W3126040215C17744445 @default.
- W3126040215 hasConceptScore W3126040215C199539241 @default.
- W3126040215 hasConceptScore W3126040215C27548731 @default.
- W3126040215 hasConceptScore W3126040215C2778136018 @default.
- W3126040215 hasConceptScore W3126040215C556758197 @default.
- W3126040215 hasConceptScore W3126040215C82279013 @default.
- W3126040215 hasConceptScore W3126040215C94625758 @default.
- W3126040215 hasLocation W31260402151 @default.
- W3126040215 hasOpenAccess W3126040215 @default.
- W3126040215 hasPrimaryLocation W31260402151 @default.
- W3126040215 hasRelatedWork W1572533751 @default.
- W3126040215 hasRelatedWork W1578229703 @default.
- W3126040215 hasRelatedWork W171032411 @default.
- W3126040215 hasRelatedWork W2114865289 @default.
- W3126040215 hasRelatedWork W2145942793 @default.
- W3126040215 hasRelatedWork W2152550402 @default.
- W3126040215 hasRelatedWork W2407976328 @default.
- W3126040215 hasRelatedWork W2791831159 @default.
- W3126040215 hasRelatedWork W2942792467 @default.
- W3126040215 hasRelatedWork W3020903068 @default.
- W3126040215 hasRelatedWork W3045635111 @default.
- W3126040215 hasRelatedWork W3102657923 @default.
- W3126040215 hasRelatedWork W3121353394 @default.
- W3126040215 hasRelatedWork W3121420494 @default.
- W3126040215 hasRelatedWork W3122482923 @default.
- W3126040215 hasRelatedWork W3126132375 @default.
- W3126040215 hasRelatedWork W3171353873 @default.
- W3126040215 hasRelatedWork W611237887 @default.
- W3126040215 hasRelatedWork W646396346 @default.
- W3126040215 hasRelatedWork W652332763 @default.
- W3126040215 isParatext "false" @default.
- W3126040215 isRetracted "false" @default.
- W3126040215 magId "3126040215" @default.
- W3126040215 workType "article" @default.