Stationarity and Cointegration in Systems with Real Estate and Financial Assets

Journal of Real Estate Finance and Economics

Volumn 18, Issue 3, 1999, Pages 339-349

  Chaudhry, Mukesh K ^a   Myer, F C Neil ^b   Webb, James R ^b  

^a NORTHERN STATE UNIVERSITY   (United States)

^b CLEVELAND STATE UNIVERSITY   (United States)

Author keywords

Cointegration; Financial assets; Inflation; Portfolios; Real estate

Indexed keywords

EID: 0042637928     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007785018055     Document Type: Article

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