The Secular and Cyclic Determinants of Capitalization Rates

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文章名称：The Secular and Cyclic Determinants of Capitalization Rates: The Role of Property Fundamentals, Macroeconomic Factors, and “Structural Changes”

作者：SERGUEI CHERVACHIDZE, JAMES COSTELLO, WILLIAM WHEATON

出版信息：Journal of Portfolio Management 2009.35.5 50-69

共20p，文字版（非扫描版）PDF

目录：

Background and Related Literature

Data and Methodology

The Standard Specification: Market Fundamentals and Treasury Rates

Extended Models Specifications: Adding Risk Premium and Debt Flows

Testing for Structural Changes

Comparative Analysis of Alternative Specifications

Backtests and Forecasting Performance of Alternative Specifications

Conclusion

Appendix

Endnotes

References

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关键词：Determinants determinant Capital Secular capita

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