Prof. Dr. Steffen Sebastian

Geschäftsführer des Instituts für Immobilienwirtschaft

Publications

Source of publications listed on this website: http://epub.uni-regensburg.de/. This listing does not necessarily list all publications of this institution or person.

Publications - Prof. Dr. Steffen Sebastian

Bücher / Books

Steffen P. Sebastian:
Essays in Real Estate Finance
Frankfurt/Main 2006.
[Zugl. Habilitation, Goethe-Universität Frankfurt am Main]

Steffen P. Sebastian:
Inflationsrisiken von Aktien-, Renten- und Immobilieninvestments - Eine theoretische und empirische Analyse kollektiver Kapitalanlagen an Finanzmärkten in Deutschland, Frankreich, Groß­britannien und der Schweiz
Portfolio-Management, Vol. 16, Uhlenbruch, Bad Soden/Ts 2003.
[zugl. Diss., Univ. Mannheim]

Beiträge in referierten Zeitschriften / Refereed papers in Journals

Tobias Schnaidt, Steffen P. Sebastian:
German valuation: Review of methods and legal framework
Journal of Property Investment & Finance (2011).

Christian Rehring, Steffen P. Sebastian:
Dynamics of Commercial Real Estate Asset Markets, Return Volatility, and the Investment Horizon
Journal of Property Research 28/4 (2011) 211-315.

Marcel Marekwica, Raimond Maurer, Steffen P. Sebastian:
Asset Meltdown - Fact or Fiction?
Journal of Real Estate Portfolio Management 17/1 (2011) 27-38.

Alexander Schätz, Steffen P. Sebastian:
Eine VECM-Analyse der Interaktion von Immobilienaktien mit Direktanlagen, Aktienmarkt und Realwirtschaft
Zeitschrift für Immobilienökonomie 1/10 (2011) 83-107.

Alexander Schätz, Steffen P. Sebastian:
The links between property and the economy - evidence from the British and German markets
Journal of Property Research 2/26 (2009) 171-191.

Patrick Behr, Steffen P. Sebastian:
Makroökonomische Einflussfaktoren auf die Risikoprämien deutscher Bankaktien
Kredit und Kapital 39 (2006) 513-536.

Raimond Maurer, Frank Reiner, Steffen P. Sebastian:
Financial Characteristics of International Real Estate Returns: Evidence from the UK, US, and Germany
Journal of Real Estate Portfolio Management 1/10 (2004) 59-76.

Raimund Maurer, Martin Pitzer, Steffen P. Sebastian:
Hedonic Price Indices for the Paris Housing Market
Journal of the German Statistical Society (Allgemeines Statistisches Archiv) 88 (2004) 1-24.

Raimond Maurer, Steffen P. Sebastian:
Inflation Risk Analysis of European Real Estate Securities
Journal of Real Estate Research 1/24 (2002) 47-77.

Raimond Maurer, Steffen P. Sebastian:
Inflationsrisiken von Aktien, Bonds und indirekten Immobilienanlagen
Kredit und Kapital 2/35 (2002) 242-279.

Raimond Maurer, Steffen P. Sebastian:
Immobilienfonds und Immobilienaktiengesellschaften als finanzwirtschaftliche Substitute für Immobilien­direktanlagen
Zeitschrift für Betriebswirtschaft, Ergänzungsheft 3/99 (Finanzmanagement) 69 (1999) 169-194.

Zeitschriftenbeiträge / Papers in Journals

Steffen P. Sebastian:
Mehr Transparenz im Liquiditätsmanagement
Immobilien & Finanzierung 9/61 (2010) 20-21.

Alexander Schätz, Steffen P. Sebastian:
Immobilienaktien - Immobilien oder Aktien?
Immobilien & Finanzierung 24/60 (2009) 842-843.

Christian Rehring, Steffen P. Sebastian:
REITS : Une Innovation Financière pour le Marche Allemand
Réflexions Immobilier 47/17 (2008) 49-54.

Fraser Huges, Steffen P. Sebastian:
Correlations of Property Stocks with other Asset Classes
Vastgoed Markt (2008).

Christian Rehring, Steffen P. Sebastian:
REITs: Eine Finanzinnovation für Deutschland
Orientierungen zur Wirtschafts- und Gesellschaftspolitik 112 (2007) 25-31.

Markus Mentz, Steffen P. Sebastian:
Inflation convergence after the introduction of the Euro
CFS Working Papers (2003).

Raimond Maurer, Steffen P. Sebastian:
Quoted property companies in Germany
French Property Securities 36 (1998) 23-27.
[auch französische Version: Les foncières cotées en Allemagne, in: Revue de l'immobilier en Bourse à Paris, Juli 1998, n° 36, S. 24-28]

Raimond Maurer, Steffen P. Sebastian:
Les foncières cotées en Allemagne
Revue de l'immobilier en Bourse à Paris 36 (1998) 24-28.
[französische Version von Quoted property companies in Germany: Raimond Maurer und Steffen Sebastian, French Quoted Property Securities, Juli 1998, n° 36, S. 23-27]

Raimond Maurer, Steffen P. Sebastian:
Une nouvelle approche de la performance des fonds immobiliers allemands
Reflexions Immobilières 17 (1997) 85-89.

Raimond Maurer, Steffen P. Sebastian:
L'expertise immobilière en Allemagne - une approche financière
Reflexions Immobilières 10 (1995) 49-57.

Buchbeiträge / Papers in books

Steffen P. Sebastian, Till Strohsal:
German Open-Ended Real Estate Funds
Unterstanding German Real Estate Markets, Springer, Heidelberg 2011.

Christian Rehring, Steffen P. Sebastian:
Diversifikationseffekte durch Investitionen in G-REITs
Handbuch Real Estate Investment Trusts (REITs), Immobilien Manager Verlag, Köln 2007, 327-339.

Markus Mentz, Steffen P. Sebastian:
Inflation convergence after the introduction of the Euro
Inflation: Research and Perspectives, Nova Science Publishers, 2006.

Raimond Maurer, Steffen P. Sebastian, Thomas G. Stephan:
Immobilienindizes im Portfolio-Management
Investmentmodelle für das Asset-Liability-Modelling von Versicherungs­unternehmen, Verlag Versicherungswirtschaft, Karlsruhe 2002, 255-283.

Konferenzbeiträge / Papers at conferences

Marcel Marekwica, Alexander Schaefer, Steffen P. Sebastian:
Housing and Pension Decisions in the Presence of Taxes
13th Conference of the Swiss Society for Financial Market Research, Zurich, SIX Swiss Exchange, March 19, 2010.

Benedikt Fleischmann, Christian Rehring, Steffen P. Sebastian:
Inflation-Hedging, Asset Allocation and the Investment Horizon
17th Conference of the European Real Estate Society, Mailand (Italien), June 23-26, 2010.

Christian Rehring, Steffen P. Sebastian:
Dynamics of Commercial Real Estate Asset Markets, Return Volatility, and the Investment Horizon
17th Conference of the European Real Estate Society, Mailand (Italien), June 23-26, 2010.

David Downs, Steffen P. Sebastian:
The Determinants Of Fund Openings: The Case Of German Real Estate Funds
17th Conference of the European Real Estate Society, Mailand (Italien), June 23-26, 2010.

Stanimira Milcheva, Steffen P. Sebastian:
Housing Channels of Monetary Policy Transmission in European Industrial and Transition Countries
17th Conference of the European Real Estate Society, Mailand (Italien), June 23-26, 2010.

Steffen P. Sebastian, Milcheva Stanimira:
Housing Channels of Monetary Policy Transmission in European Industrial and Transition Countries
17th Conference of the European Real Estate Society, Mailand (Italien), June 23-26, 2010.

Benedikt Fleischmann, Christian Rehring, Steffen P. Sebastian:
Inflation-Hedging, Asset Allocation and the Investment Horizon
19th AREUEA International Conference, Rotterdam (Niederlande), June 17-19, 2010.

David Downs, Steffen P. Sebastian:
The Determinants of Fund Openings: The Case of German Real Estate Funds
19th AREUEA International Conference, Rotterdam (Niederlande), June 17-19, 2010.

Steffen P. Sebastian, Milcheva Stanimira:
Housing Channels of Monetary Policy Transmission in European Industrial and Transition Countries
19th AREUEA International Conference, Rotterdam (Niederlande), June 17-19, 2010.

Stanimira Milcheva, Steffen P. Sebastian:
Housing Channels of Monetary Policy Transmission in European Industrial and Transition Countries
19th AREUEA International Conference, Rotterdam (Niederlande), June 17‑19, 2010.

Marcel Marekwica, Alexander Schaefer, Steffen P. Sebastian:
Housing and Pension Decisions in the Presence of Taxes
19th European Financial Management Association (EFMA) Annual Meeting, Aarhus, Denmark, June 23-26, 2010.

Marcel Marekwica, Alexander Schaefer, Steffen P. Sebastian:
Life cycle asset allocation in the presence of housing and tax-deferred investing
2010 DGF Annual Meeting, Hamburg, October 8-9, 2010.

Marcel Marekwica, Alexander Schaefer, Steffen P. Sebastian:
Life cycle asset allocation in the presence of housing and tax-deferred investing
37th Annual Meeting of the European Association (EFA), Goethe University Frankfurt, August 25-28, 2010.

Alexander Schätz, Steffen P. Sebastian:
Real Estate Stocks: Are they Stocks or Real Estate?
16th Conference of the European Real Estate Society, Stockholm, Schweden, 24. - 27. Juni 2009.

Shaun Bond, Steffen P. Sebastian:
The Effect of Focus on the Performance of German Mutual Real Estate Funds
16th Conference of the European Real Estate Society, Stockholm, Schweden, 24. - 27. Juni 2009.

Steffen P. Sebastian, Alexander Schätz:
Real Estate Stocks: Are they Stocks or Real Estate?
2009 AREUEA & AsRES International Conference, Los Angeles (USA), 11. - 14. Juli 2009.

Alexander Schätz, Steffen P. Sebastian:
The Link between Property and Economy
15th Conference of the European Real Estate Society, Krakau, Polen, 18. - 21. Juni 2008.

David Downs, Steffen P. Sebastian:
Who Opens an Open Real Estate Fund
15th Conference of the European Real Estate Society, Krakau, Polen, 18. - 21. Juni 2008.

Marcel Marekwica, Alexander Schaefer, Steffen P. Sebastian:
To Buy or not to Buy? Housing, Mortgages and Tax-deferred Investing
15th Conference of the European Real Estate Society, Krakau, Polen, 18. - 21. Juni 2008.

Alexander Schätz, Steffen P. Sebastian:
The Link between Property and Economy
Bundesbank/ZEW Conference: "What drives asset and housing markets", Mannheim, 20./21. Oktober 2008.

Jan Mutl, Steffen P. Sebastian:
Macroeconomic Risk of Housing Investments accounting for Spatial and Temporal Correlation
The Maastricht-MIT-NUS Real Estate Finance and Investment Symposium, Maastricht, Niederlande, 17. / 18. Dezember 2008.

Steffen P. Sebastian, Christian Weistroffer:
Understanding Flows into Open End Real Estate Funds
14th Conference of the European Real Estate Society, London, UK, 27. - 30. Juni 2007.

Steffen P. Sebastian, Marcel Tyrell:
Open End Real Estate Funds: Diamonds or Danger?
Campus for Finance, Wissenschaftliche Hochschule für Unternehmensführung, Otto-Beisheim-Hochschule, Vallendar, Deutschland, 10./11. Januar 2007.

Jan Mutl, Steffen P. Sebastian:
Macroeconomic Risk Exposure of Housing accounting for spatio-temporal correlations
Dauphine Real Estate Workshop, Paris, Frankreich, 19. - 20. Oktober 2007.

Steffen P. Sebastian, Christian Weistroffer:
Understanding Flows into Open End Real Estate Funds
Real Estate Research-Symposium, Cass Business School; City University; London, UK, 10./11. Januar 2007.

Jan Mutl, Steffen P. Sebastian:
Macroeconomic Risk Exposure of Housing Accounting for Spatio-Temporal Correlations
13th Conference of the European Real Estate Society, Weimar, Deutschland, 7. - 10. Juni 2006.

Marcel Marekwica, Steffen P. Sebastian:
Asset Meltdown: Fact or Fiction?
13th Conference of the European Real Estate Society, Weimar, Deutschland, 7. - 10. Juni 2006.

Steffen P. Sebastian:
The Discount Paradox Inverted: Real Estate Funds in Switzerland
13th Conference of the European Real Estate Society, Weimar, Deutschland, 7. - 10. Juni 2006.

Steffen P. Sebastian, Marcel Tyrell:
Open End Real Estate Funds: Diamonds or Danger?
13th Conference of the European Real Estate Society, Weimar, Deutschland, 7. - 10. Juni 2006.

Markus Mentz, Steffen P. Sebastian:
Inflation convergence after the introduction of the Euro
11th Annual Conference of the Multinational Finance Society, Istanbul, Türkei, 3. - 8. Juli 2004.

Raimond Maurer, Frank Rainer, Steffen P. Sebastian:
Risk and Return Characteristics of Commercial Real Estate Returns
10th Annual Meeting of the DGF Deutsche Gesellschaft für Finanzwirtschaf, Mainz, Deutschland, 10./11. Oktober 2003.

Raimond Maurer, Martin Pitzer, Steffen P. Sebastian:
Transactions Based Real Estate Indexes
10th Global Finance Conference 2003, Frankfurt/Main, Deutschland, 15. - 17. Juni 2003.

Raimond Maurer, Frank Rainer, Steffen P. Sebastian:
The Statistical Properties of International Commercial Real Estate Returns: Evidence from the U.K., the USA, and Germany
19th Annual Meeting of the American Real Estate Society, Monterey, Kalifornien, USA, 2. - 5. April 2003.

Raimond Maurer, Steffen P. Sebastian:
Inflation Hedging versus Inflation Protection: Evidence on European Real Estate Securities
4th Conference of the Swiss Society for Financial Market Research, Bern, Schweiz, 9. März 2001.

Raimond Maurer, Martin Pitzer, Steffen P. Sebastian:
A Transaction Based Price Index for the Paris Housing Market Using the Box/Cox-Transformation
8th Conference of the European Real Estate Society, Alicante, Spanien, 27. - 29. Juni 2001.

Raimond Maurer, Steffen P. Sebastian, Martin Pitzer:
Construction of a Hedonic Index for the Paris Housing Market
International Conference of the American Real Estate and Urban Economics association (AREUEA), Cancun, Mexiko, 6. - 8. Mai 2001.

Raimond Maurer, Steffen P. Sebastian:
Risk and Return Characteristics of Securitized Real Estate in Europe
16th Annual Meeting of the American Real Estate Society, Santa Barbara, Kalifornien, USA, 29.3. - 1.4. 2000.

Raimond Maurer, Steffen P. Sebastian:
Inflation Risk Analysis of European Real Estate Securities
7th Conference of the European Real Estate Society, Bordeaux, Frankreich, 14. - 16. Juni 2000.

Arbeitspapiere, graue Literaur, Sonstiges / Working papers, gray literature, other publications

Steffen P. Sebastian, Alexander Schätz:
Real Estate or Equities? - Research into the fundamentals of Listed Real Estate
Amsterdam, 2010.
[Studie im Auftrag der EPRA]

Melanie Sturm, Steffen P. Sebastian:
EPRA Broadening the Investor Base Study - Correlations of Property Stocks with other Asset Classes, Update 2008
Amsterdam, 2009.
[Studie im Auftrag der EPRA]

Simon Kempf, Steffen P. Sebastian, Matthias Thomas:
Hedonic Analysis of Office Rent using Multiple Imputations
Working Paper, Regensburg, 2009.

Alexander Schätz, Steffen P. Sebastian:
Real Estate Stocks - Are they Stocks or Real Estate
Working Paper, Regensburg, 2008.

Steffen P. Sebastian, Christian Weistroffer:
Understanding flows into German Open-End Real Estate Funds
Working Paper, Regensburg, 2008.

Christoph Schmid, Steffen P. Sebastian, Gabriel Lee, Marcel Fink, Iain Paterson:
Study COMP/2006/D3/003 Conveyancing Services Market
Brüssel, 2007.
[Studie im Auftrag der Europäische Kommission Wettbewerb]

Christoph Schmid, Steffen P. Sebastian, Gabriel Lee, Marcel Fink, Iain Paterson:
Zusammenfassung der vergleichenden rechtlichen und ökonomischen Studie zum Dienstleistungsmarkt im Bereich des Grundstücksverkehrs (COMP/2006/D3/003)
Brüssel, 2007.

Steffen P. Sebastian, Melanie Sturm:
EPRA Broadening the Investor Base Study - Correlations of Property Stocks with other Asset Classes
Amsterdam, 2006.
[Studie im Auftrag der EPRA]

Steffen P. Sebastian, Marcel Tyrell:
Open-End Real Estate Funds - Diamond or Danger?
Working Paper Series Finance and Accounting, Working Paper, Frankfurt, 2006.

Jan Mutl, Steffen P. Sebastian:
Macroeconomic Risk of Housing Investments Accounting for Spatial and Temporal Correlation
Working Paper, Frankfurt, 2006.

Steffen P. Sebastian:
Liquiditätstransformation bei Immobilien: offene versus geschlosseneFonds
Working Paper, Frankfurt, 2003.

Steffen P. Sebastian:
Immobilieninvestment in Frankreich
Paris, 1996.
[Studie im Auftrag von Institut de l'Epargne Immobilière et Foncière und Ministère de l'Economie et des Finances]

77 entries.