Login
Welcome:
Guest
Guest
Search for:
Browse:
Product Information:
Resources:
Home > Journal of Property Valuation and Investment > Volume 16 issue 4 > Unsmoothing property returns with the implied cointegration relationship
Journal of Property Valuation and Investment
ISSN: 0960-2712
Currently published as: Journal of Property Investment & Finance
Incorporates: Journal of Property Finance
Online from: 1983
Subject Area: Built Environment
Content: Latest Issue | 
Latest Issue RSS | Previous Issues
Options: To add Favourites and Table of Contents Alerts please take a Emerald profile
Unsmoothing property returns with the implied cointegration relationship
| Title: | Unsmoothing property returns with the implied cointegration relationship |
|---|---|
| Author(s): | Peijie Wang, (Manchester School of Management, UMIST, Manchester, UK) |
| Citation: | Peijie Wang, (1998) "Unsmoothing property returns with the implied cointegration relationship", Journal of Property Valuation and Investment, Vol. 16 Iss: 4, pp.358 - 368 |
| Keywords: | Cointegration, Smoothing, Valuation |
| Article type: | Research paper |
| DOI: | 10.1108/14635789810228150 (Permanent URL) |
| Publisher: | MCB UP Ltd |
| Abstract: | The paper proposes a multivariate approach to unsmoothing the valuation-based property return indices, utilising information embedded in other variables implied by their underlying economic relationship and cointegration relationship. The approach is then applied to the UK property return indices, and smoothing in the indices is detected and corrected. |
Fulltext Options:
Purchase
Downloadable; Printable; Owned
HTML, PDF (112kb)
To purchase this item please login or register.
Recommend to your librarian
Complete and print this form to request this document from your librarian
..
|
|
