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SHIELD OR MIRAGE? THE RESPONSE OF AFRICAN REIT CAPITAL RETURNS TO INFLATIONARY PRESSURES

This study investigates the inflation-hedging effectiveness of Real Estate Investment Trusts (REITs) across mature markets (United States and United Kingdom) and emerging African markets (South Africa and Nigeria) over the period 2013–2024. Grounded in the Fisher hypothesis and its Fama-Schwert extension, the study decomposes inflation into actual, expected, and unexpected components, and analyses their relationships with REIT capital returns. Using monthly data and a suite of econometric models including Autoregressive Distributed Lag (ARDL) for the main analysis, and with Fully Modified Ordi…

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Source	OpenAlex research
Collection	International records
Kind	Document
Date	2025-01-01
Type	conference-paper
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.15396/afres2025-009
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W7127122351`

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SHIELD OR MIRAGE? THE RESPONSE OF AFRICAN REIT CAPITAL RETURNS TO INFLATIONARY PRESSURES. OpenAlex research, 2025. Vero Archive, record openalex:W7127122351.