Inflation Hedging Characteristics of Real Estate Assets in Hong Kong

John L. Glascock; Lei Feng; Li Fan; Helen X. Bao

doi:10.2139/ssrn.1180658

journal article Jan 01, 2008

Inflation Hedging Characteristics of Real Estate Assets in Hong Kong

John L. Glascock Lei Feng

Li Fan

Helen X. Bao

SSRN Electronic Journal · Elsevier BV

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References

35

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Inflation Hedging Characteristics of the Chinese Real Estate Market

Yongqiang Chu, Tien Sing

Journal of Real Estate Portfolio Management 2004 10.1080/10835547.2004.12089697

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Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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S Ganesan "The Inflation-Hedging Characteristics of Real and Financial Assets in Hong Kong" Journal of Real Estate Portfolio Management (1998) 10.1080/10835547.1998.12089548

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F Hamelink "Swiss Real Estate as a Hedge Against Inflation-New Evidence Using Hedonic and Autoregressive Models" Journal of Property Finance (1996) 10.1108/09588689610111601

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K Lancaster "A New Approach to Consumer Theory" Journal of Political Economy (1966) 10.1086/259131

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R J Limmack Property Returns and Inflation, Land Development Studies (1988) 10.1080/02640828808723945

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R Macdonald "Testing for the Long Run Relationship between Nominal Interest Rates and Inflation Using Cointegration Techniques" Applied Economics (1989) 10.1080/758519711

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G Matysiak "The Long Term Inflation Hedging Characteristics of U.K. Commercial Property" Journal of Property Finance (1996) 10.1108/09588689610111610

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G Newell "The Inflation-Hedging Characteristics of Australian Commercial Property: 1984-1995" Journal of Property Finance (1996) 10.1108/09588689610111593

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S Rosen "Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition" Journal of Political Economy (1974) 10.1086/260169

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T F Sing "The Inflation-Hedging Characteristics of Real Estate and Financial Assets in Singapore" Journal of Real Estate Portfolio Management (2000) 10.1080/10835547.2000.12089623

[18]

H Tarbert "Is Commercial Property a Hedge against Inflation? -A Cointegration Approach" Journal of Property finance (1996) 10.1108/09588689610111638

[19]

P Arestis "Modelling the US Housing Market, working paper" The Inflation Hedging Characteristics of U.K. Property (1996)

[20]

G Brown Real Estate Investment-A Capital Market Approach (2000)

[21]

Inflation Hedging Characteristics of the Chinese Real Estate Market

Yongqiang Chu, Tien Sing

Journal of Real Estate Portfolio Management 2004 10.1080/10835547.2004.12089697

[22]

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

David A. Dickey, Wayne A. Fuller

Journal of the American Statistical Association 1979 10.2307/2286348

[23]

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger

Econometrica 1987 10.2307/1913236

[24]

E F Fama "Asset Returns and Inflation" Journal of Financial Economics (1977) 10.1016/0304-405x(77)90014-9

[25]

I Fisher The Theory of Interest (1930)

[26]

S Ganesan "The Inflation-Hedging Characteristics of Real and Financial Assets in Hong Kong" Journal of Real Estate Portfolio Management (1998) 10.1080/10835547.1998.12089548

[27]

F Hamelink "Swiss Real Estate as a Hedge Against Inflation-New Evidence Using Hedonic and Autoregressive Models" Journal of Property Finance (1996) 10.1108/09588689610111601

[28]

K Lancaster "A New Approach to Consumer Theory" Journal of Political Economy (1966) 10.1086/259131

[29]

R J Limmack Property Returns and Inflation, Land Development Studies (1988) 10.1080/02640828808723945

[30]

R Macdonald "Testing for the Long Run Relationship between Nominal Interest Rates and Inflation Using Cointegration Techniques" Applied Economics (1989) 10.1080/758519711

[31]

G Matysiak "The Long Term Inflation Hedging Characteristics of U.K. Commercial Property" Journal of Property Finance (1996) 10.1108/09588689610111610

[32]

G Newell "The Inflation-Hedging Characteristics of Australian Commercial Property: 1984-1995" Journal of Property Finance (1996) 10.1108/09588689610111593

[33]

S Rosen "Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition" Journal of Political Economy (1974) 10.1086/260169

[34]

T F Sing "The Inflation-Hedging Characteristics of Real Estate and Financial Assets in Singapore" Journal of Real Estate Portfolio Management (2000) 10.1080/10835547.2000.12089623

[35]

H Tarbert "Is Commercial Property a Hedge against Inflation? -A Cointegration Approach" Journal of Property finance (1996) 10.1108/09588689610111638

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Published: Jan 01, 2008

Authors

Center for Retrovirus Research and Comprehensive Cancer Center and

Cite This Article

John L. Glascock, Lei Feng, Li Fan, et al. (2008). Inflation Hedging Characteristics of Real Estate Assets in Hong Kong. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1180658

Inflation Hedging Characteristics of Real Estate Assets in Hong Kong

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