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題名:利率、股市與物價對美國不動產信託投資的影響
書刊名:全球商管研究
作者:吳佩珊鄒曼婷
作者(外文):Wu, Pei ShanZou, Man Ting
出版日期:2009
卷期:4:2
頁次:頁19-36
主題關鍵詞:權益型REITs政策性改革結構轉折模型Equity REITsPolitical reformsStuctural change model
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:50
期刊論文
1.Karolyi, G. A.、Sanders, A. B.(1998)。The Variation of Economic Risk Premiums in Real Estate Returns。The Journal of Real Estate Finance and Economics,17(3),245-262。  new window
2.Chen, K. C.、Hendershott, Partic H.、Sanders, Anthony B.(1990)。Risk and Return on Real Estate: Evidence from Equity REITs。Journal of the American Real Estate and Urban Economics Association,18(4),431-452。  new window
3.Okunev, John、Wilson, Patrick J.、Zurbruegg, Ralf(2000)。The causal relationship between real estate and stock markets。Journal of Real Estate Finance and Economics,21(3),251-262。  new window
4.Allen, Marcus T.、Madura, Jeff、Springer, Thomas M.(2000)。REIT Characteristics and the Sensitivity of REIT Returns。Journal Real Estate Finance and Economics,21(2),141-152。  new window
5.Fama, E. F.(1981)。Inflation, Output and Money。Journal of Business,55(2),201-231。  new window
6.He, Ling T.、Webb, James R.、Myer, F. C. Neil(2003)。Interest Rate Sensitivities of REIT Returns。International Real Estate Review,6(1),1-21。  new window
7.Larson, Stephen(2005)。Real Estate investment Trusts and Stock Price Reversals。Journal of Real Estate Finance &Economics,30(1),81-88。  new window
8.Liow, K. H.(2004)。Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective。Journal of Real Estate Portfolio Management,10(1),47-57。  new window
9.Mueller, G. R.、Pauley, K. R.(1995)。The Effect of Interest-Rate Movements on Real Estate Investment Trusts。The Journal of Real Estate Research,10(3),319-325。  new window
10.Ong, S. E.(1995)。Singapore Real Estate and Property Stocks-a Cointegration Test。Journal of Property Research,12(1),29-39。  new window
11.Oppenheimer, P.、Grissom, T. V.(1998)。Frequency Space Correlation Between REITs and Capital Market Indices。Journal of Real Estate Research,16(3),291-309。  new window
12.Quan, Daniel C.、Titman, Sheridan(1999)。Do Real Estate. Prices and Stock Prices Move Together? An International. Analysis。Real Estate Economics,27(2),183-207。  new window
13.Swanson, Z.、Theis, J.、Casey, K. M.(2002)。REIT risk premium sensitivity and interest rates。Journal of Real Estate Finance and Economics,24(3),319-330。  new window
14.Adrangi, B.、Arjun, C.、Kambiz, R.(2004)。REIT Investments and Hedging Against Inflation。Journal of Real Estate Portfolio Management,10(2),97-112。  new window
15.Bond, M. T.、Seiler, M. J.(1998)。Real Estate Returns and Inflation: An Added Variable Approach。Journal of Real Estate Research,15(3),327-338。  new window
16.Devaney, M.(2001)。Time varying risk premia for real estate investment trusts : AGARCH-M model。The Quarterly Review of Economics and Finance,41(3),335-346。  new window
17.Li, Yuming、Wang, Ko(1995)。The Predictability of REIT Returns and Market Segmentation。The Journal of Real Estate Research,10(4),471-482。  new window
18.Chen, K. C.、Tzang, Daniel D.(1988)。Interest-Rate Sensitivity of Real Estate Investment Trusts。Journal of Real Estate Research,3(3),13-22。  new window
19.Eichholtz, P. M. A.(1996)。Does International Diversification Work Better For Real Estate Than For Stocks And Bonds?。Financial Analysts Journal,52(1),56-62。  new window
20.McCue, Thomas E.、Kling, John L.(1994)。Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991。Journal of Real Estate Research,9(3),277-287。  new window
21.Bai, Jushan、Perron, Pierre(1998)。Estimating and Testing Linear Models with Multiple Structural Changes。Econometrica,66(1),47-78。  new window
學位論文
1.王玟惠(2007)。物價上漲與失業率對不動產投資信託報酬之影響(碩士論文)。靜宜大學。  延伸查詢new window
2.許健興(2007)。不動產信託投資規避通貨膨脹風險之研究(碩士論文)。淡江大學。  延伸查詢new window
3.陳世恭(2007)。美國股票市場及房地產價格對不動產投資信託(REITs)影響之研究(碩士論文)。靜宜大學。  延伸查詢new window
4.陳佩嫻(2007)。新加坡不動產投資信託投資績效評估與風險之研究--以S-REIT為例(碩士論文)。大葉大學。  延伸查詢new window
5.黃浩鈞(2006)。美國不動產投資信託報酬影響因素之研究(碩士論文)。國立臺北大學。  延伸查詢new window
6.董俊良(2004)。美國不動產投資信託報酬與風險之研究(碩士論文)。長庚大學。  延伸查詢new window
 
 
 
 
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