Real Estate Tokens: Evaluating Long-Term Relationships with Other Main Types of Assets

Seyedeh Fatemeh Mottaghi and Bertram Steininger

ERES from European Real Estate Society (ERES)

Abstract: Based on real estate token data, we investigate the long-term relationships between real estate tokens, other real estate investment vehicles, and asset classes (i.e. equities, bonds). Employing not only the conventional cointegration method but also a sophisticated analysis employing COINtensity VECM, specifically tailored for examining complex and dynamic relationships within financial markets. Our findings show the quantitative dynamics of how this novel investment vehicle interfaces with established assets. This research strives to offer fresh perspectives into the transforming investment landscape of traditional assets coexisting with tokenized real estate assets, emphasizing the potential impact and role of real estate tokens in the evolving financial environment.

Keywords: blockchain; Cointegration; Real Estate Tokens; VECM (search for similar items in EconPapers)
JEL-codes: R3 (search for similar items in EconPapers)
Date: 2024-01-01
New Economics Papers: this item is included in nep-pay and nep-ure
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