參考文獻 |
一、中文文獻
1.白金安與張金鴞(1999)。不動產證券化(第三版)。台北:永然文化出版股份有限公司。
2.白金安與張金鴞(2005)。不動產證券化-理論與實務(初版)。台北:財團法人中華民國證券暨期貨市場發展基金會。
3.白東岳、吳慧瑩與黃健銘 (2008)。歐洲不動產投資信託之關聯性研究。真理財經學報,19,31-52。
4.王玟惠(2007)。物價上漲與失業率對不動產投資信託報酬之影響。私立靜宜大學財務金融研究所碩士論文,未出版,台中市。
5.王友倩(2007)。總體經濟指標與股市之關聯性研究-以台灣REITs為例。私立淡江大學企業經營研究所碩士論文,未出版,台北縣。
6.吳秋璇、吳嘉欽、陳品橋與劉宗勝(2005)。REITs 不動產投資信託(初版)。台北:高寶國際有限公司。
7.吳佩珊、邱建良與黃健銘(2007)。不動產投資與股匯市、利率敏感性動態分析。
金融風險管理季刊,3(1),113-134。
8.郎陣宇(2008)。金融變數與不動產投資信託之關連性分析。國立高雄應用科技大學研究所碩士論文,未出版,高雄市。
9.張靜怡、連錫安、臧大年和謝哲勝(1999)。不動產證券化(初版)。台北:翰蘆圖書初版有限公司。
10.陳世恭(2007)。美國股票市場及房地產價格對不動產投資信託(REITs)影響之研究。私立靜宜大學財務金融研究所碩士論文,未出版,台中市。
11.游惠如(2009)。不動產投資信託(REIT)發展歷程-美國日本台灣之具體實例比較。私立銘傳大學財務金融學系在職專班碩士論文,未出版,台北市。
12.蔡明倫(2008)。不動產市場與股票市場關聯性之分析。國立中央大學財務金融研究所碩士論文,未出版,桃園縣。
13.蔡怡純(2011)。台灣不動產投資信託基金之抗跌與風險特性。住宅學報, 20(2),25-58。
14.顏光斌(2009)。美國次級房貸對台灣不動產投資信託(REITs)證券價格之影響。國立高雄第一科技大學金融系碩士論文,未出版,高雄市。
二、英文文獻
1.Arjun Chatrath and Youguo Liang (1998). REITS and Inflation:A Long Run Perspective,.Journal of Real Estate Research,16(3), 311-325.
2.Bahram Adrangi, Arjun Chatrath and Kambiz Raffiee (2004). REIT Investments and Hedging Against Inflation. Journal of Real Estate Portfolio Management, 10(2), 97-112.
3.Brzdford Case and Susan M. Wachter (2011).Inflation and Real Estate Investment. University of Pennsylvania Law School. Institute for Law & Economics Research Paper , 11-33.
4.Don Bredin , Gerard O’’Reilly and Simon Stevenson (2007). Monetary Shocks and REIT Returns. Journal of Real Estate Finance and Economics, 35(3), 315-331.
5.Elizabeth Yobaccio,Jack H. Rubens and David C. Ketcham (1995). The Inflatin-Hedging Properties of Risk Assets:The case of REITs”. Journal of Real Estate Research, 10(3), 279-296.
6.Glenn R. Mueller and Keith R. Pauley (1995). The Effect of Interset-Rate Movements on Real Estate Investment Trusts. Journal of Real Estate Research, 10(3) , 319-325.
7.G. Andrew Karolyi and Anthony B. Sanders (1998). The variation of Economic Risk Premiums in Real Estate Returns. Journal of Real Estate Finance and Economics, 17(3) , 245-262.
8.Jeong Yun Park, Donald J. Mullineuax and IT-KEONG Chew (1990). Are REITs Inflation Hedges. Journal of Real Estate Finance and Economics, 3(1) , 91-103.
9.James D. Peterson and Cheng-ho Hsieh (1997). Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs. Journal of Real Estate Economics, 25 (2), 321-345.
10.John L. Glascock, Chiuling Lu and Raymond W. So (2002). REIT Returns and Inflation :Perverse and Reverse Casuality Effects?. Journal of Real Estate Finance and Economics, 24(3) , 301-318.
11.Jim Clayton and Greg MacKinnon (2002). The Relative Importance of Stock,Bond and Real Estate Factors inExplaining REIT Returns. Journal of Real Estate Finance and Economics, 27(1) , 39-60.
12.James E. Payne (2003). Shocks to Macroeconomic state variables and the risk premium of REITs. Applied Economiss Letters, 10(1) , 671-677.
13.K.C. Chen and Tzang D. Danel (1988). Interest Rate Sensitivity of Real Estate Investment Trusts. Journal of Real Estate Research, 3(3), 13-22.
14.Ling T. He, James R.Webb and F.C. Neil Myer (2003). Interest Rate Sensitivities of REIT Returns. International Real Estate Review, 6(1) , 1-21.
15.Michael Devaney (2001). Time varying risk premia for real estate investment trusts: A GARCH-M Model. The Quarterly Review of Economics and Finance, 41(3), 335-346.
16.Marcus T. Allen, Jeff Madura and Thomos M. Springer, (2000). REIT Characteristics and the Sensitivity of REIT Returns. Journal of Real Estate Finance and Economics, 21, 41-152.
17.Marc W. Simpson, Sanjay Ramchander and James R. Webb (2007). The Asymmetric Response of Equity REIT Returns to Inflation. Journal of Real Estate Finance and Economics, 34(4), 513-529.
18.Nishigaki Hideki (2007). An analysis of the relationship between US REIT returns. Economics Bulletin, 13, 1-7.
19.Raimond Mauer and Steffen P. Sebastian (2002). Inflation Analysis of European Real Estate Securities. Journal of Real Estate Research, 24(1) , 47-78.
20.Thomas E. Mccue and John L. Kling (1994). Real Estate Returns and the Macroeconomy :Some Empirical Evidence from Real Estste Investment Trust Data. Journal of Real Estate Research, 9(3) , 277-287,.
21.Yuming Li and Ko Wang (1995). The Predictability of REIT Returns and Market Segmentation. Journal of Real Estate Research, 10(4) , 471-482.
22.Zane Swanson, John Theis and Michael Casey K. (2002). REIT Rsk Premium Sensitivity and Interest Rates. Journal of Real Estate Finance and Economics, 24(3) , 319-330.
三、網站資料
1.公開資訊觀測站http://mops.twse.com.tw/mops/web/index
2.台灣證券交易所http://www.twse.com.tw/ch/
3.台灣房屋http://house.tnn.tw/
4.行政院金融監督管理委員會http://www.fsc.gov.tw/ch/
5.富邦建經網站 http://www.fubonrem.com.tw/home.htm
6.證券期貨局http://www.sfb.gov.tw/ch/index.jsp
7.證券櫃檯買賣中心http://www.otc.org.tw/ch/index.php
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