De Biase, Ivan (A.A. 2024/2025) The impact of European Central Bank monetary policy on European REIT performance: a time-series analysis. Tesi di Laurea in Real estate finance, Luiss Guido Carli, relatore Gaetano Casertano, pp. 89. [Master's Degree Thesis]

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Abstract/Index

Background: ECB monetary policy and European real estate markets. Literature review. Theoretical framework: monetary policy transmission to real estate and European REITs. Empirical evidence on REIT sensitivity to interest rates. Macroeconomic factors influencing REIT performance. Gaps in existing research. Data and methodology. Data sources. Variable definition. Regression model. Hypothesis testing: impact of ECB rate on REIT returns. Empirical analysis. Descriptive statistics and trends. Regression results. Discussion. Interpretation of ECB rate sensitivity. Policy implications for investors and the ECB.

References

Bibliografia: pp. 86-89.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Real estate finance
Thesis Supervisor:	Casertano, Gaetano
Thesis Co-Supervisor:	Bonolis, Paolo
Academic Year:	2024/2025
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	17 Feb 2026 14:58
Last Modified:	17 Feb 2026 14:58
URI:	https://tesi.luiss.it/id/eprint/44880

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