Details about Steffen P. Sebastian

Access statistics for papers by Steffen P. Sebastian.

Last updated 2016-12-29. Update your information in the RePEc Author Service.

Short-id: pse99

Working Papers

2013

1. GDP mimicking portfolios and the cross-section of stock returns
   ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (4)
2. Inflation-Protecting Asset Allocation: A Downside Risk Analysis
   ERES, European Real Estate Society (ERES) View citations (1)
3. The Determinants of Mutual Fund Starts: Is Real Estate Different?
   ERES, European Real Estate Society (ERES)

2010

4. COMPARISON OF GERMAN AND ANGLO SAXON REAL ESTATE APPRAISAL METHODS
   ERES, European Real Estate Society (ERES)
5. DYNAMICS OF COMMERCIAL REAL ESTATE ASSET MARKETS, RETURN VOLATILITY, AND THE INVESTMENT HORIZON
   ERES, European Real Estate Society (ERES)
   See also Journal Article Dynamics of commercial real estate asset markets, return volatility and the investment horizon, Journal of Property Research, Taylor & Francis Journals (2011) View citations (3) (2011)
6. HOUSING CHANNELS OF MONETARY POLICY TRANSMISSION IN EUROPEAN INDUSTRIAL AND TRANSITION COUNTRIES
   ERES, European Real Estate Society (ERES) View citations (3)
7. INFLATION-HEDGING, ASSET ALLOCATION AND THE INVESTMENT HORIZON
   ERES, European Real Estate Society (ERES) View citations (2)
8. THE DETERMINANTS OF FUND OPENINGS: THE CASE OF GERMAN REAL ESTATE FUNDS
   ERES, European Real Estate Society (ERES)

2009

9. Real Estate Equities - Real Estate or Equities?
   ERES, European Real Estate Society (ERES) View citations (4)
10. The Effect of Focus on the Performance of German Mutual Real Estate Funds
    ERES, European Real Estate Society (ERES)

2008

11. HOW OPEN CAN A REAL ESTATE FUNDS BE?
    ERES, European Real Estate Society (ERES)
12. THE LINK BETWEEN PROPERTY AND ECONOMY
    ERES, European Real Estate Society (ERES)
13. TO BUY OR NOT TO BUY? HOUSING, MORTGAGES AND TAX-DEFERRED INVESTING
    ERES, European Real Estate Society (ERES)

2007

14. Understanding Flows into Open End Real Estate Funds
    ERES, European Real Estate Society (ERES) View citations (1)

2006

15. ASSET MELTDOWN - FACT OR FICTION?
    ERES, European Real Estate Society (ERES) View citations (2)
16. MACROECONOMIC RISK EXPOSURE OF HOUSING ACCOUNTING FOR SPATIO-TEMPORAL CORRELATIONS
    ERES, European Real Estate Society (ERES)
17. OPEN END REAL ESTATE FUNDS - DIAMONDS OR DANGER?
    ERES, European Real Estate Society (ERES) View citations (6)
18. Open-end real estate funds: danger or diamond?
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
19. THE DISCOUNT PARADOX INVERTED: THE SWISS CASE
    ERES, European Real Estate Society (ERES)

2004

20. Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
21. Construction of a Transaction-Based Real Estate Index for the Paris Housing Market
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2001) View citations (4)

2003

22. Inflation convergence after the introduction of the Euro
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (19)

2002

23. Immobilienindizes im Portfolio-Management
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
24. Inflation Risk Analysis of European Real Estate Securities
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2000) View citations (6)
    ERES, European Real Estate Society (ERES) (2000)
    Papers, Sonderforschungsbreich 504 (2000)
    See also Journal Article Inflation Risk Analysis of European Real Estate Securities, Journal of Real Estate Research, American Real Estate Society (2002) View citations (7) (2002)

2001

25. Construction of a transaction based price index for the Paris housing market
    ERES, European Real Estate Society (ERES)

1998

26. Immobilienfonds und Immobilienaktiengesellschaften als finanzwirtschaftliche Substitute für Immobiliendirektanlagen
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (2)

Journal Articles

2016

1. Real Estate Fund Flows and the Flow-Performance Relationship
   The Journal of Real Estate Finance and Economics, 2016, 52, (4), 347-382 View citations (9)

2015

2. The German Open-End Fund Crisis – A Valuation Problem?
   The Journal of Real Estate Finance and Economics, 2015, 50, (4), 517-548 View citations (5)

2013

3. Life cycle asset allocation in the presence of housing and tax-deferred investing
   Journal of Economic Dynamics and Control, 2013, 37, (6), 1110-1125 View citations (8)

2011

4. Dynamics of commercial real estate asset markets, return volatility and the investment horizon
   Journal of Property Research, 2011, 28, (4), 291-315 View citations (3)
   See also Working Paper DYNAMICS OF COMMERCIAL REAL ESTATE ASSET MARKETS, RETURN VOLATILITY, AND THE INVESTMENT HORIZON, ERES (2010) (2010)

2009

5. The links between property and the economy -- evidence from the British and German markets
   Journal of Property Research, 2009, 26, (2), 171-191 View citations (6)

2002

6. Inflation Risk Analysis of European Real Estate Securities
   Journal of Real Estate Research, 2002, 24, (1), 47-78 View citations (7)
   See also Working Paper Inflation Risk Analysis of European Real Estate Securities, Working Paper Series: Finance and Accounting (2002) (2002)

Books

2015

1. Mietspiegel aus ökonomischer Sicht – Vorschläge für eine Neuregulierung
   Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics View citations (9)
2. Niedrigzinsumfeld und die Auswirkungen auf die Immobilienwirtschaft
   Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics

2013

3. Flexibilisierung der Fristentransformation bei offenen Immobilienfonds in Gründung, Verlauf und Krise. Regensburger Modell
   Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics
4. Immobilienbewertung bei indirekten Immobilienanlagen: Kollektiventscheid versus Einzelentscheid
   Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics
5. Volkswirtschaftliche Bedeutung von indirekten Immobilienanlagen: Gutachten im Auftrag des Auftragge-berkonsortiums BIIS Bundesverband der Immobilien-Investment-Sachverständigen e. V., BVI Bundesverband Investment und Asset Ma-nagement e. V., VGF Verband Geschlossener Fonds e. V., ZIA Zentraler Immobilien Ausschuss e. V
   Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics

2012

6. Vor- und Nachteile von direkten und indirekten Immobilienanlagen
   Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics View citations (3)