| 房地产投资信托基金的收益影响因素分析——以香港为例 | |
| 张红 ; 孙煦 ; Zhang Hong ; Sun Xu | |
| 2016-03-30 ; 2016-03-30 | |
| 关键词 | 房地产投资信托基金(REITs) 收益 影响因素 VAR模型 F299.23 F832.51 |
| 其他题名 | Study on Yield-affecting Factors of Real Estate Investment Trusts—— taking Hong Kong as an example |
| 中文摘要 | 研究房地产投资信托基金(REITs)的收益影响因素,首先针对REITs特点计算其收益水平,并从宏观、中观和微观三个角度出发,建立房地产投资信托基金影响因素的指标体系;再以香港REITs的季度数据为研究对象,利用REITs产品的收益水平与影响因素数据进行数据处理与分析;最终建立VAR模型,并进行方差分解与脉冲响应分析,揭示不同影响因素对REITs收益的影响程度与特点。; The yield-affecting factors of real estate investment trusts are focused on in this study. Firstly, the yield calculation method of REITs is proposed according to its features; the yield-affecting factor index system is established from three directions including macro, meso and micro prospective; Secondly, the REITs market of Hong Kong is taken as an example and data collected from the market are processed and analysised. Thirdly, VAR model is set up with further variance decomposition and impulse response function; The influences and features of different yield-affecting factors are revealed at last. |
| 语种 | 中文 ; 中文 |
| 内容类型 | 期刊论文 |
| 源URL | [http://ir.lib.tsinghua.edu.cn/ir/item.do?handle=123456789/148650]  |
| 专题 | 清华大学 |
| 推荐引用方式 GB/T 7714 | 张红,孙煦,Zhang Hong,等. 房地产投资信托基金的收益影响因素分析——以香港为例[J],2016, 2016. |
| APA | 张红,孙煦,Zhang Hong,&Sun Xu.(2016).房地产投资信托基金的收益影响因素分析——以香港为例.. |
| MLA | 张红,et al."房地产投资信托基金的收益影响因素分析——以香港为例".(2016). |
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