REIT Returns and Inflation: Perverse or Reverse Causality Effects?

By J. Glascock, Chiuling Lu, Raymond W. So. 2002

119 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d655be054f8b23964817b68635ad563f465dbe0e

Citations in the corpus

• The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach (2006, unknown): “The proxy hypothesis has been specifically investigated by Darrat and Glascock (1989), who point to a lagged link to monetary base, and by Glascock et al. (2002) who use both a standard Fama-Schwert and a VECM approach to showignificant negative coefficients with expected inflation and a lagged…”