Master Thesis Online
Les REITs belges protègent-ils de l'inflation ?
Bouchlaghem, Sofian 
Promotor(s) :
Clerc, Pierrick
Date of defense : 18-Jun-2024/25-Jun-2024 • Permalink : http://hdl.handle.net/2268.2/20319
Details
| Title : | Les REITs belges protègent-ils de l'inflation ? |
| Author : | Bouchlaghem, Sofian
|
| Date of defense : | 18-Jun-2024/25-Jun-2024 |
| Advisor(s) : | Clerc, Pierrick
|
| Committee's member(s) : | Prunier, Laurent
|
| Language : | French |
| Discipline(s) : | Business & economic sciences > Finance |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[en] This study attempts to assess the ability of Belgian REITs to protect against inflation. The methodology used to assess this ability is based on the extension of Fisher’s hypothesis (1930) developed by Fama and Schwert (1977). A linear regression estimated by ordinary least squares as well as a vector error correction model are used to provide both short and long term answers. As far as the data is concerned, monthly returns of Belgian REITs from January 2000 to March 2024 compiled manually by the author are treated.
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