11
H index
13
i10 index
543
Citations
Kim Hiang Liow : Citation Profile
National University of Singapore (NUS) | RESEARCH PRODUCTION: 76 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1995 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kim Hiang Liow. | Is cited by:
| Cites to:
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Main data
Where Kim Hiang Liow has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ERES / European Real Estate Society (ERES) | 9 |
Recent works citing Kim Hiang Liow (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Collateral, output growth, mortgage spread volatility and subsidies in Colombia. (2024). López, Martha ; Gmez, Eduardo Sarmiento ; Lpez, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1287. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper |
| 2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004. Full description at Econpapers || Download paper |
| 2024 | Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944. Full description at Econpapers || Download paper |
| 2024 | Why does price deviate from net asset value? The case of Singaporean infrastructure REITs. (2024). Ke, Qiulin ; Zhu, Yite ; Ye, Zhen ; Kumala, Calvin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001042. Full description at Econpapers || Download paper |
| 2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper |
| 2024 | Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570. Full description at Econpapers || Download paper |
| 2024 | Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Apostolakis, George N ; Giannellis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459. Full description at Econpapers || Download paper |
| 2024 | Revisiting the nexus of REITs returns and macroeconomic variables. (2024). Wang, Chien-Ming ; Wu, Ming-Che. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012096. Full description at Econpapers || Download paper |
| 2024 | Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper |
| 2024 | Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1-16. Full description at Econpapers || Download paper |
| 2024 | Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443. Full description at Econpapers || Download paper |
| 2024 | Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Demir, Ender ; Assaf, Ata ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308. Full description at Econpapers || Download paper |
| 2024 | The Impact of Sentiment on Realized Higher-Order Moments in the S&P 500: Evidence from the Fear and Greed Index. (2024). Junior, Peterson Owusu ; Ahadzie, Richard Mawulawoe ; Woode, John Kingsley. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2024:i:1:p:2-:d:1551910. Full description at Econpapers || Download paper |
| 2024 | Let the Laser Beam Connect the Dots: Forecasting and Narrating Stock Market Volatility. (2024). Gupta, Amulya ; Yuan, Jie ; Zhang, Zhu. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:6:p:1400-1416. Full description at Econpapers || Download paper |
| 2024 | Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage. (2024). Alqudah, Anas Ali ; Tabassum, Sabia ; Yadav, Miklesh ; Santos, Marcos ; Stakic, Nikola ; Aloulou, Myriam ; Al-Okaily, Manaf. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10523-y. Full description at Econpapers || Download paper |
| 2024 | Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises. (2024). Jahangir, Rashed ; Nagayev, Ruslan ; Smolo, Edib. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00332-1. Full description at Econpapers || Download paper |
Works by Kim Hiang Liow:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1995 | Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2000 | IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Return and Volatility Spill overs in Securitised Real Estate Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Financial Structure of Real Estate Corporations: Some International Evidence In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Corporate real estate performance: A data-driven analysis In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2010 | IS THERE A COMMON TREND IN SECURITIZED REAL ESTATE MARKET CORRELATIONS WITH THE REGIONAL STOCK MARKET AND THE WORLD STOCK MARKET? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2010 | PERFORMANCE DYNAMICS AND DIVERSIFICATION BENEFITS OF EUROPEAN PROPERTY SECURITIES In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Volatility interdependence in European securitised real estate markets: who is the most influential? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Convergence dynamics in international real estate securities markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China? In: China & World Economy. [Full Text][Citation analysis] | article | 0 |
| 2012 | Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 43 |
| 2013 | Value versus Growth International Real Estate Investment In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Correlation Dynamics and Determinants in International Securitized Real Estate Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 11 |
| 2023 | Industrial tail exposure risk and asset price: Evidence from US REITs In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Real estate global beta and spillovers: An international study In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 2018 | Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty In: Economic Modelling. [Full Text][Citation analysis] | article | 69 |
| 2015 | Volatility spillover dynamics and relationship across G7 financial markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 41 |
| 2019 | Relationship between the United States housing and stock markets: Some evidence from wavelet analysis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Dynamic interdependence of ASEAN5 with G5 stock markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 8 |
| 2022 | Frequency volatility connectedness and market integration in international real estate investment trusts In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2018 | The dynamics of volatility connectedness in international real estate investment trusts In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
| 2010 | Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Common factors in international securitized real estate markets In: Review of Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2009 | Common factors in international securitized real estate markets.(2009) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2007 | Cycles and common cycles in real estate markets In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 6 |
| 2001 | The long‐term investment performance of Singapore real estate and property stocks In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 0 |
| 2002 | Mean reversion of Singapore property stock prices towards their fundamental values In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 0 |
| 2004 | Does corporate real estate create wealth for shareholders? In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 1 |
| 2005 | Cross‐market dynamics in property stock markets In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Interest rate risk and time‐varying excess returns for Asian property stocks In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Macroeconomic risk influences on the property stock market In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Return and co-movement of major public real estate markets during global financial crisis In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Linkages between office markets in Europe: a volatility spillover perspective In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 5 |
| 2007 | Regime switching and asset allocation In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 2 |
| 2008 | Extreme returns and value at risk in international securitized real estate markets In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 10 |
| 2009 | Do Asian real estate companies add value to investment portfolio? In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 6 |
| 2014 | The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 8 |
| 2016 | Global financial crisis and cyclical co-movements of Asian financial markets In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2019 | Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China In: IJFS. [Full Text][Citation analysis] | article | 0 |
| 2019 | Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 2022 | Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 2008 | A combined perspective of corporate real estate In: Post-Print. [Citation analysis] | paper | 3 |
| 2013 | Extreme Dependence between Public Real Estate and Stock Markets: Some Asia-Pacific Evidence In: International Real Estate Review. [Full Text][Citation analysis] | article | 2 |
| 2014 | An Assessment of the Relationship between Public Real Estate and Stock Markets at the Local, Regional, and Global Levels In: International Real Estate Review. [Full Text][Citation analysis] | article | 8 |
| 2019 | Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times In: International Real Estate Review. [Full Text][Citation analysis] | article | 1 |
| 2004 | Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 15 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | ||
| 2012 | Investment Dynamics of the Greater China Securitized Real Estate Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 6 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | ||
| 2017 | Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 3 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | ||
| 2018 | Regime dependent volatilities and correlation in international securitized real estate markets In: Empirica. [Full Text][Citation analysis] | article | 2 |
| 2003 | Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 6 |
| 2004 | Corporate Real Estate and Stock Market Performance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
| 2005 | Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 50 |
| 2009 | Correlation and Volatility Dynamics in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 38 |
| 2009 | Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 13 |
| 2010 | Volatility Decomposition and Correlation in International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 7 |
| 2011 | Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 11 |
| 2013 | Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Dynamic relationship between stock and property markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 29 |
| 2000 | The dynamics of the Singapore commercial property market In: Journal of Property Research. [Full Text][Citation analysis] | article | 6 |
| 2001 | Cyclical relationship between commercial real estate and property stock prices In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2003 | Interest rate sensitivity and risk premium of property stocks In: Journal of Property Research. [Full Text][Citation analysis] | article | 6 |
| 2005 | Co‐skewness and Co‐kurtosis in Global Real Estate Securities In: Journal of Property Research. [Full Text][Citation analysis] | article | 4 |
| 2006 | The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 4 |
| 2008 | Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence In: Journal of Property Research. [Full Text][Citation analysis] | article | 17 |
| 2008 | Nonlinear Return Dependence in Major Real Estate Markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 1 |
| 2009 | Do retail firms benefit from real estate ownership? In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 2009 | The significance and performance of property securities markets in the Asian IFCs In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 2009 | Editorial In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2009 | Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 2014 | Switching volatility and cross-market linkages in public property markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | Risk-return convergence in international public property markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
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| In: . [Full Text][Citation analysis] | article | 0 | |
| 2001 | Real estate and corporate valuation: an asset pricing perspective In: Managerial and Decision Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team