Real Estate Sector Stock Returns In a Rising Interest Rate Environment: An Empirical Analysis 1999-2023

Authors

Presenter(s)

Xavier C. Martin

Comments

Presentation: 9:00-10:15, Kennedy Union Ballroom

Files

Description

Real estate sector stock returns generally vary with economic growth and inflation. In this study I examine the effect of rising Fed Funds Rates on real estate sector stock returns. I expect two possible outcomes. First, I expect rising Fed Funds Rates due to the need for the Fed to curb rising and high inflation will have a negative impact on real estate sector stock returns. Second, where rates are rising due simply to economic growth, the returns will most likely be positive. The overall period of analysis is 1999-2023. Within this time period, there are four separate sub periods of rising Fed Funds Rates. I use the top 20 stocks in the real estate sector to carry out my study.

Publication Date

4-17-2024

Project Designation

Independent Research

Primary Advisor

Robert D. Dean, Jon A. Fulkerson, Henry G. Willmore

Primary Advisor's Department

Economics and Finance

Keywords

Stander Symposium, School of Business Administration

Institutional Learning Goals

Scholarship

Recommended Citation

"Real Estate Sector Stock Returns In a Rising Interest Rate Environment: An Empirical Analysis 1999-2023" (2024). Stander Symposium Projects. 3314.
https://ecommons.udayton.edu/stander_posters/3314