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Contribution Details
Type | Master's Thesis |
Scope | Discipline-based scholarship |
Title | Performance of different types of REITs when U.S 10-year bond yieled rises |
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Institution | University of Zurich |
Faculty | Faculty of Business, Economics and Informatics |
Number of Pages | 36 |
Date | 2022 |
Abstract Text | This thesis studies on the performance of different types of REITs and the relationship between the return of REITs and three kinds of interest rates during three rate-hiking periods (6/1999-5/2000, 6/2004-6/2006, and 12/2015-12/2018). We discover that U.S 10-year bond yield has a negative impact on the return of most types of REITs during three periods. Specially, office REITs were positively related to U.S 10-year bond yield in 6/2004-6/2006 and 12/2015-12/2018. In consequence, office REITs obtained higher returns during these two periods. Since the U.S has started a new round of rate-hiking, our results may provide insights to investment of REITs. |
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