Global Macro Strategies in the REIT Industry

Mthokozisi Magazi ()
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Mthokozisi Magazi: School of Construction Economics & Management, WITS University, Johannesburg 2050, South Africa

Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2025, vol. 28, issue 01, 1-27

Abstract: This study analyzes, prices and validates global macro strategies in the real estate investment trust (REIT) industry. For REITs, global macro strategies lead to a risk-alpha conundrum, which is rare in this industry. That is, global macro strategies are different in the REIT industry and therefore, global macro within the REIT industry needs a unique and different understanding.

Keywords: Alpha; global macro; hedging; REITs (search for similar items in EconPapers)
JEL-codes: G12 G13 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1142/S0219091525500031

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