Data
Published in Gabler eBooks • Jan 1, 2009
NobleIDNI6P39W73R32S74
Authors:
Gaston Michel
Abstract
The following sections present the data used in the main empirical analysis. Section 4.1 describes the complete set of candidate state variables and the market factor within the ICAPM framework that enter the VAR estimation. These variables are the real estate factor (Section 4.1.1), the three facto...
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