Browsing Norges Banks publikasjonsserier / Norges Bank publication series by Subject "real estate investment trusts"
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Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?
(Working Papers;22/2013, Working paper, 2013)We use Bayesian methods to estimate a multi-factor linear asset pricing model characterized by structural instability in factor loadings, idiosyncratic variances, and factor risk premia. We use such a framework to investigate ...