... autoregressive distributed lag (ARDL) models to re-evaluate the long-run and short-run impacts of domestic and international factors on cross-border real estate capital flows into the London office market in the wake of Brexit. The ARDL model is chosen over other cointegration techniques for several reasons...

...) Sociedades cotizadas de inversion en el mercado inmobiliario (SOCIMIs) Capital asset pricing model (CAPM) Fama-French three-factor (FF3) model Risk and returns autoregressive distributed lag (ARDL) Traditionally, cash (T-bills), stocks, bonds and real estate are the four asset classes identified...