Felix Schindler

Steinbeis University Berlin - Center for Real Estate Studies

Berlin

Germany

ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management

Postfach 103443

Mannheim, D-68034

Germany

SCHOLARLY PAPERS

19

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CITATIONS
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23

Scholarly Papers (19)

1.

International Diversification Benefits with Foreign Exchange Investment Styles

CREATES Research Paper No. 2011-10
Number of pages: 51 Posted: 21 Mar 2011 Last Revised: 18 Dec 2012
University of Neuchatel - Institute of Financial Analysis, Steinbeis University Berlin - Center for Real Estate Studies and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 729 (33,329)
Citation 14

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International Diversification, Foreign Exchange Speculation and Hedging, Carry Trades, Stochastic Dominance, Investment Styles

2.

Further Evidence on the (In-) Efficiency of the U.S. Housing Market

ZEW - Centre for European Economic Research Discussion Paper No. 10-004
Number of pages: 57 Posted: 12 Feb 2010
Felix Schindler
Steinbeis University Berlin - Center for Real Estate Studies
Downloads 501 (54,528)
Citation 1

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Housing market, weak-form market efficiency, random walk hypothesis, variance ratio tests, runs test, trading strategies

3.

Long-Term Benefits from Investing in International Real Estate

ZEW - Centre for European Economic Research Discussion Paper No. 09-023
Number of pages: 31 Posted: 11 Jul 2009
Felix Schindler
Steinbeis University Berlin - Center for Real Estate Studies
Downloads 405 (70,851)
Citation 1

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Cointegration; Correlation Analysis; Diversification; Securitized Real Estate Markets

4.

International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk

ZEW - Centre for European Economic Research Discussion Paper No. 11-012
Number of pages: 38 Posted: 19 Feb 2011
Tim Alexander Kroencke and Felix Schindler
University of Neuchatel - Institute of Financial Analysis and Steinbeis University Berlin - Center for Real Estate Studies
Downloads 342 (86,205)
Citation 1

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Diversification Benefits, International Mixed-Asset Portfolios, Currency Hedging, Spanning Tests, Short Selling Constraints

5.

How Efficient is the U.K. Housing Market?

ZEW - Centre for European Economic Research Discussion Paper No. 10-030
Number of pages: 44 Posted: 10 Jun 2010
Felix Schindler
Steinbeis University Berlin - Center for Real Estate Studies
Downloads 335 (88,190)

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Housing market, weak-form market efficiency, random walk hypothesis, variance ratio tests, runs test, trading strategies

6.

Dynamic Linkages between Hedge Funds and Traditional Financial Assets: Evidence from Emerging Markets

Risk Management in Emerging Markets: Issues, Framework and Modeling (Sabri Boubaker, Bonnie G. Buchanan, and Duc Khuong Nguyen (eds.)), Emerald Group Publishing, Chapter 17, 541-581.
Number of pages: 41 Posted: 25 Mar 2008 Last Revised: 15 Jul 2017
Roland Füss, Dieter G. Kaiser and Felix Schindler
University of St. Gallen - School of Finance, Robus Capital Management Limited and Steinbeis University Berlin - Center for Real Estate Studies
Downloads 325 (91,241)

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Emerging markets, Asia, Latin America, Eastern Europe, hedge funds, Johansen cointegration test, asset allocation, portfolio diversification

7.

Testing the Predictability and Efficiency of Securitized Real Estate Markets

Journal of Real Estate Portfolio Management, Vol. 16, No. 2, pp. 159-179, 2010, ZEW - Centre for European Economic Research Discussion Paper No. 09-054
Number of pages: 39 Posted: 30 Oct 2009 Last Revised: 29 May 2013
Felix Schindler, Nico B. Rottke and Roland Füss
Steinbeis University Berlin - Center for Real Estate Studies, European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate and University of St. Gallen - School of Finance
Downloads 260 (115,903)
Citation 5

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securitized real estate, weak-form market efficiency, random walk hypothesis, variance ratio tests, runs test, trading strategies

8.

GDP Mimicking Portfolios and the Cross-Section of Stock Returns

Number of pages: 65 Posted: 01 May 2013
University of Neuchatel - Institute of Financial Analysis, Steinbeis University Berlin - Center for Real Estate Studies, University of Regensburg - International Real Estate Business School (IREBS) and University of Mannheim - Finance Area
Downloads 237 (127,411)

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Business Cycle, Lead, Lag, Size, Value, Momentum

9.

Downside Risk Optimization in Securitized Real Estate Markets

ZEW - Centre for European Economic Research Discussion Paper No. 10-034
Number of pages: 33 Posted: 09 Jun 2010
Tim Alexander Kroencke and Felix Schindler
University of Neuchatel - Institute of Financial Analysis and Steinbeis University Berlin - Center for Real Estate Studies
Downloads 194 (154,321)

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Downside Risk Analysis, International Real Estate Markets, Portfolio Management, Portfolio Optimization, Out-of-Sample Analysis

The Anatomy of Public and Private Real Estate Return Premia

Number of pages: 40 Posted: 25 Jun 2014 Last Revised: 21 Dec 2017
University of Neuchatel - Institute of Financial Analysis, Steinbeis University Berlin - Center for Real Estate Studies and KTH Royal Institute of Technology
Downloads 188 (158,688)

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Asset Pricing, Direct Real Estate, Listed Real Estate, Real Estate Risk, Business Cycle Risk

The Anatomy of Public and Private Real Estate Return Premia

Journal of Real Estate Finance and Economics, Vol. 56, No. 3, 2018
Posted: 16 Mar 2018
University of Neuchatel - Institute of Financial Analysis, Steinbeis University Berlin - Center for Real Estate Studies and KTH Royal Institute of Technology

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Asset pricing; Direct real estate; Listed real estate; Real estate risk; Business cycle risk

11.

Linkages Between International Securitized Real Estate Markets: Further Evidence from Time-Varying and Stochastic Cointegration

ZEW - Centre for European Economic Research Discussion Paper No. 10-051
Number of pages: 79 Posted: 25 Aug 2010
Felix Schindler and Svitlana Voronkova
Steinbeis University Berlin - Center for Real Estate Studies and Centre for European Economic Research (ZEW)
Downloads 185 (161,035)
Citation 1

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International Securitized Real Estate Markets, Diversification, Time-Varying Cointegration, Stochastic Cointegration

12.

Market Efficiency in the Emerging Securitized Real Estate Markets

ZEW - Centre for European Economic Research Discussion Paper No. 10-033
Number of pages: 36 Posted: 09 Jun 2010
Felix Schindler
Steinbeis University Berlin - Center for Real Estate Studies
Downloads 155 (187,870)

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Securitized Real Estate Markets, Market Efficiency, Random Walk Hypothesis, Variance Ratio Tests, Runs Test, Trading Strategies

13.

The Sources of Risk Spillovers Among U.S. REITs: Financial Characteristics and Regional Proximity

Real Estate Economics, Forthcoming
Number of pages: 49 Posted: 03 Feb 2013 Last Revised: 30 Mar 2016
Zeno Adams, Roland Füss and Felix Schindler
University of St. Gallen, University of St. Gallen - School of Finance and Steinbeis University Berlin - Center for Real Estate Studies
Downloads 153 (189,960)
Citation 2

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REITs, fundamental value, geographic diversification, information diffusion, risk spillovers, state-dependent sensitivity VaR (SDSVaR)

14.

Online Appendix: International Diversification Benefits with Foreign Exchange Investment Styles

Number of pages: 40 Posted: 18 Dec 2012
University of Neuchatel - Institute of Financial Analysis, Steinbeis University Berlin - Center for Real Estate Studies and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 119 (231,660)

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International Diversification, Foreign Exchange Speculation and Hedging, Carry Trades, Stochastic Dominance, Investment Styles

15.

An Assessment of the Relationship between Public Real Estate Markets and Stock Markets at the Local, Regional, and Global Levels

ZEW - Centre for European Economic Research Discussion Paper No. 11-056
Number of pages: 53 Posted: 26 Oct 2011
Kim Hiang Liow and Felix Schindler
National University of Singapore (NUS) - Department of Real Estate and Steinbeis University Berlin - Center for Real Estate Studies
Downloads 96 (270,822)
Citation 1

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time-varying integration, return and volatility causality, multivariate asymmetric DCC-GARCH, return convergence, securitized real estate markets, international stock markets

16.

The Sources of Risk Spillovers Among U.S. REITs: Financial Characteristics and Regional Proximity

Real Estate Economics, Vol. 43, Issue 1, pp. 67-100, 2015
Number of pages: 34 Posted: 17 Feb 2015
Zeno Adams, Roland Füss and Felix Schindler
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and Steinbeis University Berlin - Center for Real Estate Studies
Downloads 0 (661,885)
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17.

Persistence and Predictability in UK House Price Movements

Journal of Real Estate Finance and Economics, Vol. 48, No. 1, 2014, Forthcoming
Posted: 04 Dec 2013
Felix Schindler
Steinbeis University Berlin - Center for Real Estate Studies

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Housing market; Times series model; Predictability; Persistence

18.

The Sources of Risk Spillovers Among US REITs: Financial Characteristics and Regional Proximity

Real Estate Economics, Forthcoming
Posted: 02 Oct 2013 Last Revised: 05 Apr 2016
Zeno Adams, Roland Füss and Felix Schindler
University of St. Gallen, University of St. Gallen - School of Finance and Steinbeis University Berlin - Center for Real Estate Studies

Abstract:

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REITs, fundamental value, geographic diversification, risk spillovers, state-dependent sensitivity VaR (SDSVaR)

19.

Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices

Journal of Real Estate Finance and Economics, Vol. 46, No. 1, 2013
Posted: 21 Dec 2012
Felix Schindler
Steinbeis University Berlin - Center for Real Estate Studies

Abstract:

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housing market, Times Series Model, predictability, persistence