Acceso abierto

Comparative Analysis: Influence of Interest Rates on Returns of Real Estate Private Equity Index and Real Estate Public Equity Index

   | 09 dic 2022

Cite

Akimov, A., Lee, C. L., & Stevenson, S. (2019). Interest rate sensitivity in european public real estate markets. Journal of Real Estate Portfolio Management, 25(2), 138–150. https://doi.org/10.1080/10835547.2020.1803694 Search in Google Scholar

Chong, F. (2020). Housing price, mortgage interest rate and immigration. Real Estate Management and Valuation, 28(3), 36–44. https://doi.org/10.1515/remav-2020-0022 Search in Google Scholar

Barker, D., Seah, K. Y., & Shilling, J. D. (2019). How big of a lemons market is the secondary market for private equity real estate limited partnerships? The Journal of Real Estate Finance and Economics, 59, 391–418. https://doi.org/10.1007/s11146-018-9681-0 Search in Google Scholar

Cvijanović, D. (2014). The Review of Financial Studies. Real Estate Prices and Firm Capital Structure, 27(9), 2690–2735. Search in Google Scholar

Alcock, J., Baum, A., Colley, N., & Steiner, E. (2013). The role of financial leverage in the performance of private equity real estate funds. The Journal of Portfolio Management, 39(5), 99–110.10.3905/jpm.2013.39.5.099 Search in Google Scholar

Farrelly, K., & Stevenson, S. (2019). The risk and return of private equity real estate funds. Global Finance Journal 42, 100471.10.1016/j.gfj.2019.04.005 Search in Google Scholar

Peng, L., & Thibodeau, T. G. (2020). Interest rates and investment: evidence from commercial real estate. The Journal of Real Estate Finance and Economics, 60(4), 554–586. https://doi.org/10.1007/s11146-019-09699-8 Search in Google Scholar

Fisher, L. M., & Hartzell, D. J. (2016). Class Differences in Real Estate Private Equity Fund Performance. The Journal of Real Estate Finance and Economics, 52, 327–346.10.1007/s11146-015-9526-z Search in Google Scholar

Giliberto, M., & Shulman, D. (2017). On the interest rate sensitivity of REITs: Evidence from twenty years of daily data. Journal of Real Estate Portfolio Management, 23(1), 7–20. https://doi.org/10.1080/10835547.2017.12089998 Search in Google Scholar

Stevenson, S., Wilson, P. J., & Zurbruegg, R. (2007). Assessing the time-varying interest rate sensitivity of real estate securities. European Journal of Finance, 13(8), 705–715. https://doi.org/10.1080/13518470701705678 Search in Google Scholar

Ito, T. (2020). Do long-term swap rate and stock price give an impact on Japanese real estate investment trust market under quantitative and qualitative easing and negative interest rate policy? Journal of Corporate Accounting & Finance, 31(3), 15–19. https://doi.org/10.1002/jcaf.22431 Search in Google Scholar

Arnold, T.R., Ling, D.C. & Naranjo, A. (2019). Private equity real estate funds: Returns, risk exposures, and persistence. The Journal of Portfolio Management Special Real Estate Issue, 45(7), 24-4. https://doi.org/10.3905/jpm.2019.1.103 Search in Google Scholar

eISSN:
2300-5289
Idioma:
Inglés
Calendario de la edición:
4 veces al año
Temas de la revista:
Business and Economics, Political Economics, other