1 resultado para Prevalence and risk factors
em The Scholarly Commons | School of Hotel Administration; Cornell University Research
Filtro por publicador
- Repository Napier (1)
- Aberdeen University (4)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (5)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (1)
- Aston University Research Archive (8)
- Biblioteca de Teses e Dissertações da USP (1)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (38)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (10)
- Biblioteca Digital de Teses e Dissertações Eletrônicas da UERJ (1)
- Bioline International (10)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (125)
- Brock University, Canada (3)
- Bulgarian Digital Mathematics Library at IMI-BAS (1)
- Cambridge University Engineering Department Publications Database (1)
- CentAUR: Central Archive University of Reading - UK (17)
- Central European University - Research Support Scheme (1)
- Cochin University of Science & Technology (CUSAT), India (1)
- Coffee Science - Universidade Federal de Lavras (1)
- CORA - Cork Open Research Archive - University College Cork - Ireland (4)
- Deakin Research Online - Australia (120)
- DI-fusion - The institutional repository of Université Libre de Bruxelles (1)
- Digital Commons @ DU | University of Denver Research (1)
- Digital Commons at Florida International University (20)
- DigitalCommons@The Texas Medical Center (52)
- DigitalCommons@University of Nebraska - Lincoln (1)
- DRUM (Digital Repository at the University of Maryland) (1)
- Duke University (6)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (5)
- FUNDAJ - Fundação Joaquim Nabuco (3)
- Glasgow Theses Service (2)
- Helda - Digital Repository of University of Helsinki (32)
- Ministerio de Cultura, Spain (1)
- National Center for Biotechnology Information - NCBI (10)
- Nottingham eTheses (1)
- QSpace: Queen's University - Canada (1)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (81)
- Queensland University of Technology - ePrints Archive (79)
- Repositório Científico do Instituto Politécnico de Lisboa - Portugal (1)
- Repositorio de la Universidad de Cuenca (2)
- Repositório do Centro Hospitalar de Lisboa Central, EPE - Centro Hospitalar de Lisboa Central, EPE, Portugal (2)
- Repositório Institucional da Universidade de Aveiro - Portugal (1)
- Repositório Institucional da Universidade Federal de São Paulo - UNIFESP (1)
- Repositório Institucional da Universidade Federal do Rio Grande do Norte (2)
- Repositorio Institucional de la Universidad Pública de Navarra - Espanha (1)
- Repositório Institucional dos Hospitais da Universidade Coimbra (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (103)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (1)
- School of Medicine, Washington University, United States (2)
- Scielo España (2)
- The Scholarly Commons | School of Hotel Administration; Cornell University Research (1)
- Universidad de Alicante (1)
- Universidad del Rosario, Colombia (29)
- Universidade Complutense de Madrid (2)
- Universidade Federal do Pará (2)
- Universidade Federal do Rio Grande do Norte (UFRN) (4)
- Université de Lausanne, Switzerland (11)
- Université de Montréal (1)
- Université de Montréal, Canada (6)
- University of Canberra Research Repository - Australia (1)
- University of Connecticut - USA (4)
- University of Michigan (2)
- University of Queensland eSpace - Australia (42)
- University of Washington (4)
- WestminsterResearch - UK (1)
Resumo:
The benefits of diversification from international real estate securities are generally well established. However, the drivers of international real estate securities returns are insufficiently understood. We jointly examine the empirical implications of three major international asset pricing models that account for broad macroeconomic risk factors. In addition, we develop the hypothesis that an indicator of mispriced credit is significant in explaining the time series variation in international real estate securities returns. We employ the returns generated by a large sample of firms from 20 countries over the period 1999 to 2011 to test our hypothesis. We find support for the predictions of the major international asset pricing models. We also find evidence in favour of our hypothesised link between local credit conditions and the performance of international real estate securities.