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RePEcEconometrics & Forecasting

Real Estate Return and Risk Forecasting

A forecasting model for real estate stock returns and risks shows that German real estate stocks are more affected by economic and stock market changes than the real estate market, and carry less risk than regular stocks.

Featured in No. 77 on 4 Dec 2024 · on release day

Released
4 Dec 2024
First featured
No. 77 · 4 Dec 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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