Where prices are not lazy: Evidence from REITs and the financial sector (external link, opens in a new window)
Pascal Fr?mel, Severin Kolmeder and Dominik Wagner
Finance Research Letters 53, 103601 (2023)
The REIT Conversion Puzzle (external link, opens in a new window)
Dominik Wagner, René-Ojas Woltering, David Downs and Steffen P. Sebastian
Journal of Real Estate Research (2022)
Strategic Transactions around REIT Conversions (external link, opens in a new window)
Pascal Fr?mel, Dominik Wagner, René-Ojas Woltering, David H. Downs and Steffen Sebastian
Journal of Real Estate Research 44, 473-490 (2022)
Fund Closure Risks of Open-End Real Estate Funds (external link, opens in a new window)
Sebastian Schnejdar, René-Ojas Woltering, Michael Heinrich and Steffen Sebastian
Journal of Real Estate Research 44, 447-472 (2022)
Which Stocks are Driven by Which Interest Rates? - Evidence from listed real estate (external link, opens in a new window)
Christian Weis, René-Ojas Woltering and Steffen P. Sebastian
Journal of Property Research (2021)
Public versus Private Market Arbitrage: International Evidence for Listed Property Companies (external link, opens in a new window)
David Downs, René-Ojas Woltering and Steffen P. Sebastian
Journal of Real Estate Research (2021)
Fund Closure Risks of Open-end Real Estate Funds (external link, opens in a new window)
Sebastian Schnejdar, Michael Heinrich, René-Ojas Woltering and Steffen P. Sebastian
Journal of Real Estate Research (2021)
Public versus Private Market Arbitrage: International Evidence for Listed Property Companies (external link, opens in a new window)
René-Ojas Woltering, David H. Downs and Steffen Sebastian
Journal of Real Estate Research 43, 355-381 (2021)
Currency hedging for property stocks outside the euro area (external link, opens in a new window)
Halil I. Memis and Steffen P. Sebastian
Journal of Real Estate Economics 6, 47-63 (2020)
Is the flow-performance relationship really convex? - The impact of data treatment and model specification (external link, opens in a new window)
Alexander Schiller, René-Ojas Woltering and Steffen P. Sebastian
Journal of Economics and Finance 44, 300-320 (2020)
Real Estate ETNs in Strategic Asset Allocation (external link, opens in a new window)
Bertram I. Steininger and Steffen P. Sebastian
Journal of Real Estate Portfolio Management (2020)
The Discount to NAV of Distressed Open-End Real Estate Funds (external link, opens in a new window)
Sebastian Schnejdar, Michael Heinrich, René-Ojas Woltering and Steffen P. Sebastian
The Journal of Real Estate Finance and Economics 61, 80-114 (2019)
New Evidence on Housing Wealth and Consumption Channels (external link, opens in a new window)
Bing Zhu, Lingxiao Li, David Downs and Steffen P. Sebastian
The Journal of Real Estate Finance and Economics 58, 51-79 (2019)
Real Estate, Stocks, and Bonds as a Deflation Hedge (external link, opens in a new window)
Benedikt Fleischmann, Carsten Fritz and Steffen P. Sebastian
International real estate review 22, 1-26 (2019)
Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area (external link, opens in a new window)
Zhu Bing, Michael Betzinger and Steffen P. Sebastian
Journal of Housing Economics 37, 1-21 (2017)
Assessing macroprudential regulation: the role of the zero lower bound (external link, opens in a new window)
Jürgen Jerger and Jenny K?rner
Applied Economics Letters (2017)
Real estate fund openings and cannibalisation (external link, opens in a new window)
David H. Downs, Steffen P. Sebastian and René-Ojas Woltering
Real Estate Economics 45, 791-828 (2017)
Capturing the Value Premium - Global Evidence from a Fair Value-Based Investment Strategy (external link, opens in a new window)
Steffen P. Sebastian, René-Ojas Woltering, Christian Weis and Felix Schindler
Journal of Banking and Finance 86, 53-69 (2017)
Real Estate Fund Flows and the Flow-Performance Relationship (external link, opens in a new window)
David Downs, Steffen P. Sebastian, Christian Weistroffer and René-Ojas Woltering
The Journal of Real Estate Finance and Economics 54, 347-382 (2016)
The housing market channel of monetary policy transmission in the Euro area (external link, opens in a new window)
Milcheva Stanimira and Steffen P. Sebastian
Journal of European Real Estate Research 9, 76-97 (2016)
Inflation-Protecting Asset Allocation: A Downside Risk Analysis (external link, opens in a new window)
Tim Koniarski and Steffen P. Sebastian
The Journal of Portfolio Management 41, 57-70 (2015)
Rent indexes from an economics perspective - proposals for a new regulation (external link, opens in a new window)
Oliver Lerbs and Steffen P. Sebastian
Contributions to real estate management 10, 1-26 (2015)
The German Open-End Fund Crisis - A Valuation Problem? (external link, opens in a new window)
Christian Weistroffer and Steffen Sebastian
The Journal of Real Estate Finance and Economics 50, 517-548 (2015)
Alternative property financing through property bonds (external link, opens in a new window)
Tobias Schnaidt and Steffen P. Sebastian
Business Research and Practice (BFuP) 66, 353-370 (2014)
The German Open-End Fund Crisis - A Valuation Problem? (external link, opens in a new window)
Christian Weistroffer and Steffen P. Sebastian
The Journal of Real Estate Finance and Economics 50, 517-548 (2014)
Life-cycle asset allocation in the presence of housing and tax deferred investing (external link, opens in a new window)
Marcel Marekwica, Alexander Schaefer and Steffen P. Sebastian
Journal of Economic Dynamics and Control 37, 1110-1125 (2013)
Flexibilisation of maturity transformation for open-ended real estate funds in formation, course and crisis - Proposal of a new regulatory approach (external link, opens in a new window)
Stephan Madaus and Steffen P. Sebastian
Journal of Banking Law and Banking Economics 25, 329-341 (2013)
Flexibilisation of maturity transformation for open-ended real estate funds in formation, development and crisis - Proposal of a new regulatory approach (Regensburg model) (external link, opens in a new window)
Stephan Madaus and Steffen P. Sebastian
Journal of Banking Economics and Banking Law 25, 329-341 (2013)
Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets (external link, opens in a new window)
Bing Zhu, Roland Füss and Nico B. Rottke
Real Estate Economics 41, 29-64 (2013)
REITs in Volatile Times: Stabilising or Not? (external link, opens in a new window)
Randy Anderson, Nico Rottke, Bing Zhu and Joachim Zietz
International Real Estate Review (2012)
Real Estate in a Mixed-Asset Portfolio: The Role of the Investment Horizon (external link, opens in a new window)
Christian Rehring
Real Estate Economics 40, 65-95 (2012)
German valuation: Review of methods and legal framework (external link, opens in a new window)
Tobias Schnaidt and Steffen P. Sebastian
Journal of Property Investment & Finance 30, 145-158 (2012)
Spatial Linkages in Returns and Volatilities among the U.S. Regional Housing Markets (external link, opens in a new window)
Bing Zhu, Roland Füss and Nico Rottke
Real Estate Economics (2011)
Asset Meltdown - Fact or Fiction? (external link, opens in a new window)
Marcel Marekwica, Raimond Maurer and Steffen P. Sebastian
Journal of Real Estate Portfolio Management, 27-38 (2011)
Real Estate in a Mixed Asset Portfolio: The Role of the Investment Horizon (external link, opens in a new window)
Christian Rehring
Real Estate Economics (2011)
Dynamics of Commercial Real Estate Asset Markets, Return Volatility, and the Investment Horizon (external link, opens in a new window)
Christian Rehring and Steffen P. Sebastian
Journal of Property Research 4, 211-315 (2011)
An Empirical Evaluation of Normative Commercial Real Estate Swap Pricing (external link, opens in a new window)
Christian Rehring and Bertram I. Steininger
Journal of Portfolio Management 37 (2011)
A VECM analysis of the interaction of property stocks with direct investments, the stock market and the real economy (external link, opens in a new window)
Alexander Sch?tz and Steffen P. Sebastian
Journal of Real Estate Economics 10, 83-107 (2011)
The Predictive Power of Anisotropic Spatial Correlation Modelling in Housing Prices (external link, opens in a new window)
Bing Zhu, Roland Füss and Nico Rottke
The Journal of Real Estate Finance and Economics 42, 542-565 (2011)
Macroeconomic Effects on Emerging Market Sector Indices (external link, opens in a new window)
Alexander Sch?tz
Journal of Emerging Market Finance 9, 131-169 (2010)
The links between property and the economy - evidence from the British and German markets (external link, opens in a new window)
Alexander Sch?tz and Steffen P. Sebastian
Journal of Property Research 26, 171-191 (2009)
Macroeconomic factors influencing the risk premiums of German bank shares (external link, opens in a new window)
Patrick Behr and Steffen P. Sebastian
Credit and Capital 39, 513-536 (2006)
Financial Characteristics of International Real Estate Returns: Evidence from the UK, US, and Germany (external link, opens in a new window)
Raimond Maurer, Frank Reiner and Steffen P. Sebastian
Journal of Real Estate Portfolio Management 10, 59-76 (2004)
Hedonic Price Indices for the Paris Housing Market (external link, opens in a new window)
Raimund Maurer, Martin Pitzer and Steffen P. Sebastian
Journal of the German Statistical Society (Allgemeines Statistisches Archiv) 88, 1-24 (2004)
Inflation Risk Analysis of European Real Estate Securities (external link, opens in a new window)
Raimond Maurer and Steffen P. Sebastian
Journal of Real Estate Research 24, 47-77 (2002)
Inflation risks of shares, bonds and indirect property investments (external link, opens in a new window)
Raimond Maurer and Steffen P. Sebastian
Credit and Capital 35, 242-279 (2002)
Property funds and property stock corporations as financial substitutes for direct property investments (external link, opens in a new window)
Raimond Maurer and Steffen P. Sebastian
Journal of Business Administration, Supplementary Issue 69, 169-194 (1999)
Strategic Transactions Around REIT Conversions (external link, opens in a new window)
Pascal Fr?mel, Dominik Wagner, René-Ojas Woltering, David Downs and Steffen P. Sebastian
Journal of Real Estate Research ()