Brad Case

Fannie Mae

3900 Wisconsin Avenue, NW

Washington, DC 20016-2892

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 8,921

SSRN RANKINGS

Top 8,921

in Total Papers Downloads

10,570

TOTAL CITATIONS
Rank 18,730

SSRN RANKINGS

Top 18,730

in Total Papers Citations

57

Scholarly Papers (9)

1.
Downloads 6,920 ( 2,182)
Citation 22

Global Real Estate Markets: Cycles and Fundamentals

Yale ICF Working Paper No. 99-03
Number of pages: 23 Posted: 05 Apr 1999
Fannie Mae, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 6,609 (2,341)
Citation 19

Abstract:

Loading...

Global Real Estate Markets - Cycles and Fundamentals

NBER Working Paper No. w7566
Number of pages: 23 Posted: 11 Jul 2000 Last Revised: 30 Mar 2022
Fannie Mae, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 311 (200,231)
Citation 3

Abstract:

Loading...

2.

Inflation and Real Estate Investments

U of Penn, Inst for Law & Econ Research Paper No. 11-33
Number of pages: 23 Posted: 29 Nov 2011 Last Revised: 18 Aug 2016
Brad Case and Susan M. Wachter
Fannie Mae and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 2,240 (14,166)
Citation 14

Abstract:

Loading...

Property, securities, real estate investment trusts, REIT, REITs, hedge effectiveness, illiquid assets, portfolio allocation, Sharpe ratio, inflation protection, inflation sensitivity

3.

Dynamic Correlations Among Asset Classes: REIT and Stock Returns

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 41 Posted: 08 Feb 2011
Brad Case, Yawei Yang and Yildiray Yildirim
Fannie Mae, affiliation not provided to SSRN and Zicklin School of Business, Baruch College - The City University of New York
Downloads 574 (99,383)
Citation 6

Abstract:

Loading...

DCC-GARCH, REITs, Correlation, Volatility, Portfolio optimization, Asset allocation

4.

Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance

Number of pages: 66 Posted: 30 Aug 2012
Fannie Mae, Bocconi University, Dept. of Finance and Zicklin School of Business, Baruch College - The City University of New York
Downloads 487 (121,613)
Citation 4

Abstract:

Loading...

REITs, Markov switching, Multivariate GARCH, Dynamic conditional correlations

5.

Preliminary Evaluation of the Hecm Reverse Mortgage Program

Journal of American Real Estate and Urban Economics Association, Vol. 22, No. 2, Summer 1994
Number of pages: 46 Posted: 11 May 2000
Brad Case and Anne B. Schnare
Fannie Mae and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 330 (189,557)
Citation 1

Abstract:

Loading...

6.

REIT Dividend Policies and Dividend Announcement Effects During the 2008-2009 Liquidity Crisis

Real Estate Economics, September 2012
Number of pages: 42 Posted: 26 Apr 2011 Last Revised: 13 Jul 2023
Fannie Mae, Florida International University (FIU) - College of Business Administration and Florida International University (FIU)
Downloads 19 (1,087,080)
Citation 10

Abstract:

Loading...

REIT Dividend Policies and Dividend Announcement Effects

7.

Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence

Real Estate Economics, Forthcoming
Posted: 28 Sep 2012
Fannie Mae, Bocconi University, Dept. of Finance and Zicklin School of Business, Baruch College - The City University of New York

Abstract:

Loading...

REITs, Markov switching, Multivariate GARCH, Dynamic conditional correlations

8.

Dynamic Correlations Among Classes: REIT and Stock Returns

Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012
Posted: 22 Feb 2012
Brad Case, Yawei Yang and Yildiray Yildirim
Fannie Mae, affiliation not provided to SSRN and Zicklin School of Business, Baruch College - The City University of New York

Abstract:

Loading...

DCC-GARCH, REITs, Volatility, Portfolio optimization, Asset allocation

9.

Modeling Spatial and Temporal House Price Patterns: A Comparison of Four Models

Posted: 27 Jan 2004
Texas Christian University, Fannie Mae, Case Western Reserve University - Department of Economics and University of Connecticut - Department of Finance

Abstract:

Loading...

kriging, out of sample prediction, data snooping, local polynomial regression, smoothing regressions, semiparametric models, cluster analysis, nearest neighbors, hedonic models