Journal of Property Finance: Volume 7 Issue 1


Table of contents

The inflation‐hedging characteristics of Australian commercial property: 1984‐1995

Graeme Newell

Examines the inflation‐hedging characteristics of Australian commercial property and property trusts over 1984‐1995. Using the Building Owners and Managers Association…


Property and inflation

David Miles

Reviews the evidence on the inflation‐hedging characteristics of UK commercial property as an asset class. That evidence suggests that commercial property is a very…


Swiss real estate as a hedge against inflation: New evidence using hedonic and autoregressive models

Foort Hamelink, Martin Hoesli

Tests the inflation‐hedging effectiveness of Swiss real estate. Four proxies for expected inflation are used, two of them being based on autoregressive conditional…


The long‐term inflation‐hedging characteristics of UK commercial property

George Matysiak, Martin Hoesli, Bryan MacGregor, Nanda Nanthakumaran

Based on a multivariate analysis of long‐term total returns and inflation data over the period 1963‐1993, shows that commercial property total returns reflect both…


The inflation‐hedging characteristics of UK property

R.J. Barkham, C.W.R. Ward, O.T. Henry

Presents results of an investigation of the inflation‐hedging characteristics of UK property. Evaluates the various methods of decomposing inflation into its “expected”…


Is commercial property a hedge against inflation?: A cointegration approach

Heather Tarbert

Historically, investment in commercial property has been perceived as providing a hedge against inflation. A complete hedge against inflation is formally defined as an…


Inflation hedging and UK commercial property

J.A. Schofield

Suggests that recent attempts to measure the inflation‐hedging characteristics of commercial property use an inappropriate methodology. As a result the conclusions of much…




Online date, start – end:

1990 – 1997

Copyright Holder:

Emerald Publishing Limited