-
1
-
-
3542997239
-
Economic Activity, Inflation and Hedging: The Case of Gold and Silver Investments
-
Adrangi, B., A. Chatrath and K. Raffiee, Economic Activity, Inflation and Hedging: The Case of Gold and Silver Investments, Journal of Wealth Management, 2003, 6, 60-77.
-
(2003)
Journal of Wealth Management
, vol.6
, pp. 60-77
-
-
Adrangi, B.1
Chatrath, A.2
Raffiee, K.3
-
2
-
-
0004265261
-
-
Third edition, New York, NY: John Wiley and Sons Inc
-
Barro, R. J., Macroeconomics, Third edition, New York, NY: John Wiley and Sons Inc, 1990.
-
(1990)
Macroeconomics
-
-
Barro, R.J.1
-
4
-
-
84983931920
-
Risk and Returns on Real Estate: Evidence from Equity REITs
-
Chan, K. C., P. H. Hendershott and A. B. Sanders, Risk and Returns on Real Estate: Evidence from Equity REITs, Journal of the American Real Estate and Urban Economics Association, 1990, 18, 431-52.
-
(1990)
Journal of the American Real Estate and Urban Economics Association
, vol.18
, pp. 431-452
-
-
Chan, K.C.1
Hendershott, P.H.2
Sanders, A.B.3
-
5
-
-
0011292303
-
REITs and Inflation: A Long-Run Perspective
-
Chatrath, A. and Y. Liang, REITs and Inflation: A Long-Run Perspective, Journal of Real Estate Research, 1998, 16, 311-25.
-
(1998)
Journal of Real Estate Research
, vol.16
, pp. 311-325
-
-
Chatrath, A.1
Liang, Y.2
-
6
-
-
3543037357
-
Can We Hedge REIT Returns?
-
Chatrath, A., Liang, Y. and W. McIntosh, Can We Hedge REIT Returns?, Real Estate Finance, 1999, 15, 78-84.
-
(1999)
Real Estate Finance
, vol.15
, pp. 78-84
-
-
Chatrath, A.1
Liang, Y.2
McIntosh, W.3
-
7
-
-
0002621339
-
Interest Rate Sensitivity of Real Estate Investment Trusts
-
Chen, K. and D. Tzang, Interest Rate Sensitivity of Real Estate Investment Trusts, Journal of Real Estate Research, 1988, 3, 13-22.
-
(1988)
Journal of Real Estate Research
, vol.3
, pp. 13-22
-
-
Chen, K.1
Tzang, D.2
-
8
-
-
85036258669
-
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
-
Dickey, D. A. and W. A. Fuller, Distribution of the Estimators for Autoregressive Time Series with a Unit Root, Journal of the American Statistical Association, 1979, 74, 427-31.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
9
-
-
0000013567
-
Co-integration and Error-Correction: Representation
-
Engle, R. F. and C. W. J. Granger, Co-integration and Error-Correction: Representation, Estimation, and Testing, Econometrica, 1987, 55, 251-76.
-
(1987)
Estimation, and Testing, Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
10
-
-
0002528209
-
The Behavior of Stock Market Prices
-
Fama, E. F., The Behavior of Stock Market Prices, Journal of Business, 1965, 38: 34-105.
-
(1965)
Journal of Business
, vol.38
, pp. 34-105
-
-
Fama, E.F.1
-
11
-
-
33749009107
-
Stock Returns, Real Activity
-
Fama, E. F., Stock Returns, Real Activity, Inflation and Money, American Economic Review, 1981, 71, 545-65.
-
(1981)
Inflation and Money, American Economic Review
, vol.71
, pp. 545-565
-
-
Fama, E.F.1
-
12
-
-
0000598359
-
Inflation, Output and Money
-
Fama, E. F., Inflation, Output and Money, Journal of Business, 1982, 55, 201-31.
-
(1982)
Journal of Business
, vol.55
, pp. 201-231
-
-
Fama, E.F.1
-
13
-
-
20444481061
-
Asset Returns and Inflation
-
Fama, E. F. and G. W. Schwert, Asset Returns and Inflation, Journal of Financial Economics, 1977, 5, 15-46.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 15-46
-
-
Fama, E.F.1
Schwert, G.W.2
-
14
-
-
0001492519
-
Inflation and the Stock Market
-
Feldstein, M., Inflation and the Stock Market, American Economic Review, 1980, 70, 39-47.
-
(1980)
American Economic Review
, vol.70
, pp. 39-47
-
-
Feldstein, M.1
-
16
-
-
84944830931
-
The Fiscal and Monetary Linkages Between Stock Returns and Inflation
-
Geske, R. and R. Roll, The Fiscal and Monetary Linkages Between Stock Returns and Inflation, Journal of Finance, 1983, 38, 49-65.
-
(1983)
Journal of Finance
, vol.38
, pp. 49-65
-
-
Geske, R.1
Roll, R.2
-
17
-
-
0009293705
-
Are REITs Stocks?
-
Ghosh, C., M. Miles and C. F. Sirmans, Are REITs Stocks?, Real Estate Finance, 1996, 13, 46-53.
-
(1996)
Real Estate Finance
, vol.13
, pp. 46-53
-
-
Ghosh, C.1
Miles, M.2
Sirmans, C.F.3
-
18
-
-
0034379580
-
Further Evidence on the Integration of REIT, Bond, and Stock Returns
-
Glascock, J. L, C. Lu and R. W. So, Further Evidence on the Integration of REIT, Bond, and Stock Returns, Journal of Real Estate Finance and Economics, 2000, 20, 177-94.
-
(2000)
Journal of Real Estate Finance and Economics
, vol.20
, pp. 177-194
-
-
Glascock, J.L.1
Lu, C.2
So, R.W.3
-
19
-
-
0004296209
-
-
Second edition, New York, NY: Macmillan
-
Greene, W. H., Econometric Analysis, Second edition, New York, NY: Macmillan, 1993.
-
(1993)
Econometric Analysis
-
-
Greene, W.H.1
-
20
-
-
84920650577
-
Stock Market Returns and Inflation: Evidence from Other Countries
-
Gultekin, N. B., Stock Market Returns and Inflation: Evidence from Other Countries, Journal of Finance, 1983, 38:1, 49-65.
-
(1983)
Journal of Finance
, vol.3
, Issue.1
, pp. 49-65
-
-
Gultekin, N.B.1
-
21
-
-
0010948093
-
Owner Occupied Homes, Income Producing Real Property, and REITs as Inflation Hedges
-
Gyourko, J. and P. Linneman, Owner Occupied Homes, Income Producing Real Property, and REITs as Inflation Hedges, Journal of Real Estate Finance and Economics, 1988, 1, 347-72.
-
(1988)
Journal of Real Estate Finance and Economics
, vol.1
, pp. 347-372
-
-
Gyourko, J.1
Linneman, P.2
-
22
-
-
84983978753
-
Real Estate Returns and Inflation
-
Hartzell, D., J. S. Heckman and M. E. Miles, Real Estate Returns and Inflation, Journal of the American Real Estate and Urban Economics Association, 1987, 15, 617-37.
-
(1987)
Journal of the American Real Estate and Urban Economics Association
, vol.15
, pp. 617-637
-
-
Hartzell, D.1
Heckman, J.S.2
Miles, M.E.3
-
24
-
-
0345166805
-
Inflation and the Holding Period Returns on Bonds
-
Jaffe, J. F. and G. Mandelker, Inflation and the Holding Period Returns on Bonds, Journal of Financial and Quantitative Analysis, 1979, 14, 959-79.
-
(1979)
Journal of Financial and Quantitative Analysis
, vol.14
, pp. 959-979
-
-
Jaffe, J.F.1
Mandelker, G.2
-
26
-
-
84981579311
-
Maximum Likelihood Estimation and Inference on Cointegration - With Application to Demand for Money
-
Johansen, S. and K. Juselius, Maximum Likelihood Estimation and Inference on Cointegration - With Application to Demand for Money, Oxford Bulletin of Economics and Statistics, 1990, 52, 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
27
-
-
0001715015
-
Stock Returns and Inflation: The Role of the Monetary Sector
-
Kaul, G. Stock Returns and Inflation: The Role of the Monetary Sector, Journal of Financial Economics, 1987, 18:2, 253-76.
-
(1987)
Journal of Financial Economics
, vol.18
, Issue.2
, pp. 253-276
-
-
Kaul, G.1
-
28
-
-
0002530938
-
Business Cycles: Real Facts and Monetary Myth
-
Kyland, F. E. and E. C. Prescott, Business Cycles: Real Facts and Monetary Myth, Federal Reserve Bank of Minneapolis, Quarterly Review, 1990, 3-18.
-
(1990)
Federal Reserve Bank of Minneapolis, Quarterly Review
, pp. 3-18
-
-
Kyland, F.E.1
Prescott, E.C.2
-
29
-
-
0040824851
-
REITs, Real Estate, and Inflation: Lessons from the Gold Market
-
Larson, A. B. and G. R. McQueen, REITs, Real Estate, and Inflation: Lessons from the Gold Market, Journal of Real Estate and Economics, 1995, 10, 285-97.
-
(1995)
Journal of Real Estate and Economics
, vol.10
, pp. 285-297
-
-
Larson, A.B.1
McQueen, G.R.2
-
30
-
-
0033196692
-
The Integration of Commercial Real Estate Markets and Stock Markets
-
Ling, D. C. and A. Naranjo, The Integration of Commercial Real Estate Markets and Stock Markets, Real Estate Economics, 1999, 27, 483-515.
-
(1999)
Real Estate Economics
, vol.27
, pp. 483-515
-
-
Ling, D.C.1
Naranjo, A.2
-
31
-
-
77953665644
-
Inflation, and Security Returns
-
Lintner J., Inflation, and Security Returns, Journal of Finance, 1975, 30, 259-80.
-
(1975)
Journal of Finance
, vol.30
, pp. 259-280
-
-
Lintner, J.1
-
32
-
-
3543028978
-
The Relationship between REITs Returns and Inflation: A Vector Error Correction Approach
-
Lu, C. and R. W. So, The Relationship between REITs Returns and Inflation: A Vector Error Correction Approach, Review of Quantitative Finance and Accounting, 2001, 16, 103-15.
-
(2001)
Review of Quantitative Finance and Accounting
, vol.16
, pp. 103-115
-
-
Lu, C.1
So, R.W.2
-
33
-
-
0002378331
-
Critical Values for Cointegration Tests
-
R. F. Engle and C. W. J. Granger, (Eds.) Oxford University Press
-
MacKinnon, J. G., Critical Values for Cointegration Tests, In R. F. Engle and C. W. J. Granger, (Eds.), Long Run Economic Relationships: Readings in Cointegration, Oxford University Press, 1990.
-
(1990)
Long Run Economic Relationships: Readings in Cointegration
-
-
MacKinnon, J.G.1
-
34
-
-
0011372926
-
Is Commercial Real Estate an Inflation Hedge?
-
Miles, M. and J. Mahoney, Is Commercial Real Estate an Inflation Hedge?, Journal of Real Estate Finance, 1997, 13, 31-45.
-
(1997)
Journal of Real Estate Finance
, vol.13
, pp. 31-45
-
-
Miles, M.1
Mahoney, J.2
-
36
-
-
0042948250
-
The Inflation-Hedging Characteristics of Equity REITs: An Empirical Study
-
Murphy, J. A. and R. T. Kleiman, The Inflation-Hedging Characteristics of Equity REITs: An Empirical Study, Quarterly Review of Economics and Business, 1989, 29, 95-101.
-
(1989)
Quarterly Review of Economics and Business
, vol.29
, pp. 95-101
-
-
Murphy, J.A.1
Kleiman, R.T.2
-
37
-
-
3543021880
-
-
NAREIT, Washington D.C.: National Association of Real Estate Investment Trusts
-
NAREIT, REIT Handbook, Washington D.C.: National Association of Real Estate Investment Trusts, 2000.
-
(2000)
REIT Handbook
-
-
-
38
-
-
84944829972
-
Inflation and Rates of Return on Common Stocks
-
Nelson, C. R., Inflation and Rates of Return on Common Stocks, Journal of Finance, 1976, 13, 478-83.
-
(1976)
Journal of Finance
, vol.13
, pp. 478-483
-
-
Nelson, C.R.1
-
39
-
-
0000706085
-
A Simple Positive-Definite Heteroscedasticity and Autocorrelation Consistent Covariance Matrix
-
Newey, W. and K. West, A Simple Positive-Definite Heteroscedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica, 1987, 55, 703-08.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.1
West, K.2
-
40
-
-
0000631178
-
A Note with Quintiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics
-
Osterwald-Lenum, M., A Note with Quintiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics, Oxford Bulletin of Economics and Statistics, 1992, 54, 461-71.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 461-471
-
-
Osterwald-Lenum, M.1
-
41
-
-
0040852657
-
Are REITs Inflation Hedges?
-
Park, J. Y., D. J. Mullineaux and I. Chew, Are REITs Inflation Hedges?, Journal Real Estate Finance and Economics, 1990, 3, 91-103.
-
(1990)
Journal Real Estate Finance and Economics
, vol.3
, pp. 91-103
-
-
Park, J.Y.1
Mullineaux, D.J.2
Chew, I.3
-
42
-
-
27644580196
-
Trends and Random Walks in Macroeconomic Time Series: Further Evidence from a New Approach
-
Perron, P., Trends and Random Walks in Macroeconomic Time Series: Further Evidence from a New Approach, Journal of Economic Dynamics and Control, 1988, 12, 297-332.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 297-332
-
-
Perron, P.1
-
43
-
-
77956888124
-
Testing for a Unit Root in Time Series Regression
-
Phillips, P. C. and P. Perron, Testing for a Unit Root in Time Series Regression, Biometrika, 1990, 75, 335-46.
-
(1990)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.1
Perron, P.2
-
44
-
-
0011342962
-
The Inflation Hedging Effectiveness of Real Estate
-
Rubens, J., M. Bond and J. R. Webb, The Inflation Hedging Effectiveness of Real Estate, Journal of Real Estate Research, 1989, 4, 45-56.
-
(1989)
Journal of Real Estate Research
, vol.4
, pp. 45-56
-
-
Rubens, J.1
Bond, M.2
Webb, J.R.3
-
45
-
-
84963275178
-
Money and Stock Prices in the United States
-
Serletis, A., Money and Stock Prices in the United States, Applied Financial Economics, 1993, 3, 51-4.
-
(1993)
Applied Financial Economics
, vol.3
, pp. 51-54
-
-
Serletis, A.1
-
46
-
-
0000073928
-
Money, Output, and Stock Prices in the UK: Evidence on Some (non) Relationships
-
Thornton, J., Money, Output, and Stock Prices in the UK: Evidence on Some (non) Relationships, Applied Financial Economics, 1993, 3, 335-38.
-
(1993)
Applied Financial Economics
, vol.3
, pp. 335-338
-
-
Thornton, J.1
-
47
-
-
58149373104
-
Stock Returns, Inflationary Expectations and Real Activity
-
Wahlroos, B. and T. Berglund, Stock Returns, Inflationary Expectations and Real Activity, Journal of Banking and Finance, 1986, 10, 77-89.
-
(1986)
Journal of Banking and Finance
, vol.10
, pp. 77-89
-
-
Wahlroos, B.1
Berglund, T.2
-
48
-
-
3543012954
-
The Inflation-Hedging Properties of Risk Assets: The Case of REITs
-
Yobaccio, E., J. H. Rubens and D. C. Ketcham, The Inflation-Hedging Properties of Risk Assets: The Case of REITs, Journal of Real Estate Research, 1995, 10, 279-96.
-
(1995)
Journal of Real Estate Research
, vol.10
, pp. 279-296
-
-
Yobaccio, E.1
Rubens, J.H.2
Ketcham, D.C.3
|