Property Pricing over the Cycle: Uncovering the Time-Varying Impact of Risk Determinants on Commercial Real Estate Capitalization Rates Article

Rau, Marian, Beracha, Eli, Schaefers, Wolfgang. (2026). Property Pricing over the Cycle: Uncovering the Time-Varying Impact of Risk Determinants on Commercial Real Estate Capitalization Rates . JOURNAL OF REAL ESTATE RESEARCH, 10.1080/08965803.2026.2746182

cited authors

  • Rau, Marian; Beracha, Eli; Schaefers, Wolfgang

authors

publication date

  • October 8, 2026

published in

keywords

  • Business & Economics
  • Business, Finance
  • CAP RATES
  • DYNAMICS
  • EXPECTED RETURNS
  • Economics
  • FLIGHT
  • FUNDAMENTALS
  • GROWTH
  • MARKET LIQUIDITY
  • QUALITY
  • Real estate asset pricing
  • Social Sciences
  • VOLATILITY
  • capitalization rates
  • commercial real estate
  • economic cycles
  • real estate risk

Digital Object Identifier (DOI)

publisher

  • TAYLOR & FRANCIS INC