Brad Case

Fannie Mae

3900 Wisconsin Avenue, NW

Washington, DC 20016-2892

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 4,646

SSRN RANKINGS

Top 4,646

in Total Papers Downloads

8,621

CITATIONS
Rank 12,602

SSRN RANKINGS

Top 12,602

in Total Papers Citations

31

Scholarly Papers (11)

1.
Downloads 6,389 ( 951)
Citation 9

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 6,170 (1,005)
Citation 17

Abstract:

Loading...

Global Real Estate Markets - Cycles and Fundamentals

NBER Working Paper No. w7566
Number of pages: 23 Posted: 11 Jul 2000 Last Revised: 16 Oct 2010
Fannie Mae, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 219 (136,668)
Citation 6

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 1,032 (20,198)
Citation 26

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 423 (66,838)
Citation 14

Abstract:

Loading...

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

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 - Department of Finance and Zicklin School of Business, Baruch College - The City University of New York
Downloads 413 (68,149)
Citation 2

Abstract:

Loading...

REITs, Markov switching, Multivariate GARCH, Dynamic conditional correlations

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

Real Estate Economics, Vol. 42, Issue 2, pp. 279-342, 2014
Number of pages: 64 Posted: 20 May 2014
Fannie Mae, Bocconi University - Department of Finance and Zicklin School of Business, Baruch College - The City University of New York
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

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 304 (97,690)
Citation 2

Abstract:

Loading...

6.

The Impact of Environmental Contamination on Condo Prices: A Hybrid Repeat-Sale/Hedonic Approach

Real Estate Economics, Vol. 34, No. 1, pp. 77-107, Spring 2006
Number of pages: 31 Posted: 19 Nov 2006
Fannie Mae, University of Illinois, Heriot-Watt University and University of Sheffield - Department of Town and Regional Planning
Downloads 34 (441,460)
Citation 3
  • Add to Cart

Abstract:

Loading...

7.

Book Reviews

Journal of Regional Science, Vol. 42, pp. 627-664, 2002
Number of pages: 38 Posted: 11 Jul 2003
University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased), Michigan State University - Department of Agricultural Economics, West Virginia University, University of Massachusetts at Amherst - College of Social and Behavioral Sciences - Department of Economics, Long Island University at Southhampton Campus, affiliation not provided to SSRN, affiliation not provided to SSRN, Williams College - Department of Economics, West Virginia University, Fannie Mae, University of Liverpool, University of Kentucky - Department of Economics, New Mexico Water Dialogue, Salem State College - Department of Geography and Northern Illinois University - Department of Geography
Downloads 26 (479,255)
  • Add to Cart

Abstract:

Loading...

8.

Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence

Real Estate Economics, Forthcoming
Posted: 28 Sep 2012
Fannie Mae, Bocconi University - Department 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

9.

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

10.

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

Real Estate Economics, September 2012
Posted: 26 Apr 2011
Fannie Mae, Florida International University (FIU) - College of Business Administration and Florida International University (FIU)

Abstract:

Loading...

REIT Dividend Policies and Dividend Announcement Effects

11.

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

Journal of Real Estate Finance and Economics, Vol. 29, No. 2
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