Kim Hiang Liow : Citation Profile

Are you Kim Hiang Liow?

National University of Singapore (NUS)

10

H index

12

i10 index

469

Citations

RESEARCH PRODUCTION:

56

Articles

11

Papers

RESEARCH ACTIVITY:

   25 years (1995 - 2020). See details.
   Cites by year: 18
   Journals where Kim Hiang Liow has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 34 (6.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli814
   Updated: 2023-03-25    RAS profile: 2021-01-01    
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Relations with other researchers

Works with:

LI, Qiang (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kim Hiang Liow.

Is cited by:

GUPTA, RANGAN (30)

Stevenson, Simon (15)

Balcilar, Mehmet (15)

Chang, Tsangyao (14)

Miller, Stephen (12)

Hoesli, Martin (12)

Vieira, Isabel (9)

Zhou, Jian (8)

Leung, Charles (8)

Papathanasiou, Spyros (7)

Gabauer, David (5)

Cites to:

Wilson, Patrick (45)

Yilmaz, Kamil (44)

Diebold, Francis (39)

Engle, Robert (39)

Hoesli, Martin (27)

Michayluk, David (27)

Ling, David (25)

Antonakakis, Nikolaos (18)

Karolyi, G. (17)

Stevenson, Simon (16)

Oikarinen, Elias (15)

Main data

Where Kim Hiang Liow has published?

Journals with more than one article published# docs
Journal of Property Research15
The Journal of Real Estate Finance and Economics8
Journal of Property Investment & Finance8
Real Estate Economics3
Journal of Real Estate Research3
IJFS2
Journal of Housing Economics2
The North American Journal of Economics and Finance2
Economic Modelling2

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)9

Recent works citing Kim Hiang Liow (2022 and 2021)

YearTitle of citing document
2022FACTORS INFLUENCING THE PERFORMANCE OF CORPORATE REAL ESTATE MANAGEMENT IN LISTED ORGANISATION IN NIGERIA. (2022). Fayomi, Igho. In: AfRES. RePEc:afr:wpaper:2022-038.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2021Interdependence among West African stock markets: A dimension of regional financial integration. (2021). Kalu O., Emenike. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:288-299.

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2021Has Chinas Housing Production Peaked?. (2021). Rogoff, Kenneth ; Yang, Yuanchen. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:1:p:1-31.

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2022What happens during flight to safety: Evidence from public and private real estate markets. (2022). Steiner, Eva ; Connolly, Robert A ; Boudry, Walter I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:147-172.

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2022Quantitative easing and agency MBS investment and financing choices by mortgage REITs. (2022). Frame, W ; Steiner, Eva. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:4:p:931-965.

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2022Trade War Risk and Valuations of Companies Listed Overseas: an Empirical Study on China Concept Stocks. (2022). Wei, Lijia ; Li, Song ; Peng, Yan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2022:v:23:i:1:pengliwei.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250.

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2022Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. (2022). Kanno, Masayasu. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001997.

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2022Output determination and autonomous demand multipliers: An empirical investigation for the US economy. (2022). Deleidi, Matteo ; Barbieri, Maria Cristina. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002449.

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2021Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2021Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China. (2021). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302400.

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2021A truly global crisis? Evidence from contagion dependence across international REIT markets. (2021). Cheng, I-Shan ; Wu, Chu-Hua ; Huang, Meichi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000942.

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2021Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

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2021Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets. (2021). Chiang, Thomas C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100139x.

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2021A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors. (2021). Zoia, Maria Grazia ; Vacca, Gianmarco ; Quatto, Piero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001443.

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2022Contagion effect of systemic risk among industry sectors in China’s stock market. (2022). Zhao, Tianyu ; Yan, Haoyang ; Xu, Qiuhua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001819.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2022Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Koutsokostas, Drosos ; Dokas, Ioannis ; Papathanasiou, Spyros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097.

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2021Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Dependence dynamics of US REITs. (2022). Vo, Xuan Vinh ; Ahmad, Nasir ; Hussain, Syed Jawad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000928.

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2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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2022Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE ; Di, Zengru ; Tang, Renwu ; Chen, Zhihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118.

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2022Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin. (2022). Kumar, Satish ; Yadav, Miklesh Prasad ; Corbet, Shaen ; Goodell, John W ; Malik, Kunjana ; Sharma, Sudhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003295.

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2022Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach. (2022). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Magoutas, Anastasios ; Vasiliou, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001690.

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2022Frequency volatility connectedness and market integration in international real estate investment trusts. (2022). Song, Jeongseop ; Liow, Kim Hiang. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002464.

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2022Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors. (2022). Kampouris, Elias ; Koutsokostas, Drosos ; Papathanasiou, Spyros ; Samitas, Aristeidis. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005870.

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2022Quantile connectedness and spillovers analysis between oil and international REIT markets. (2022). Nekhili, Ramzi ; Mensi, Walid ; Kang, Sanghoon. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001775.

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2022Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality. (2022). Chiang, Shu-Hen ; Chen, Chien-Fu. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003476.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Kampouris, Ilias ; Samitas, Aristeidis ; Polyzos, Stathis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001542.

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2022From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762.

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2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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2022Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence. (2022). Cho, Hyunbum ; Stevenson, Simon ; Lee, Chyi Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000961.

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2021The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar. (2021). Zeitun, Rami ; Eissa, Mohamad Abdelaziz ; al Refai, Hisham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000050.

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2021Economic policy uncertainty and stock market returns: Evidence from Canada. (2021). Killins, Robert ; Batabyal, Sourav. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000207.

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2021The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945.

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2022Dynamic multiscale analysis of causality among mining stock prices. (2022). Sun, Xiaotian ; Wu, Tao ; Gao, Xiangyun ; Wang, Xiaoxuan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001568.

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2021Economic uncertainty and its spillover networks: Evidence from the Asia-Pacific countries. (2021). Chen, Hao ; Ding, Saijie ; Tang, Wenjin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000469.

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2021New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810.

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2021The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach. (2021). Huang, Yirong ; Yu, Xiaoling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000662.

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2022Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock. (2022). Tabak, Benjamin ; Silva, Thiago ; Dalla, Igor Bettanin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:324-336.

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2022A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty. (2022). Junior, Peterson Owusu ; Agyei, Samuel Kwaku ; Umar, Zaghum ; Bossman, Ahmed. In: Research in Economics. RePEc:eee:reecon:v:76:y:2022:i:3:p:189-205.

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2021Dynamic connectedness of major financial markets in China and America. (2021). Chen, Shoudong ; Lin, Sihan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:646-656.

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2021Why do U.S. uncertainties drive stock market spillovers? International evidence. (2021). Balli, Hatice ; Gregory-Allen, Russell ; Ozer-Balli, Hatice ; Hasan, Mudassar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:288-301.

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2022The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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2022Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642.

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2022Network connectedness dynamics of the yield curve of G7 countries. (2022). Aharon, David Y ; Riaz, Yasir ; Umar, Zaghum. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:275-288.

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2022Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics. (2022). Paul, Amartya ; Kundu, Srikanta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:597-612.

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2022The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic. (2022). Wu, Shan ; Liu, Zhen Hua ; Zhou, Yuqin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s027553192200054x.

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2022Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness. (2022). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Karim, Sitara ; Billah, Mabruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200068x.

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2022Complex Global Interdependencies between Economic Policy Uncertainty and Geopolitical Risks Indices. (2022). Vodenska, Irena ; Hiroshi, Iyetomi ; Hiromitsu, Goto ; Roma, Carolina Magda ; Wataru, Souma. In: Discussion papers. RePEc:eti:dpaper:22028.

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2021Economic Policy Uncertainty and Stock Return Momentum. (2021). Caleiro, António ; Dash, Saumya Ranjan ; Goel, Garima ; Filipe, Jose Antonio ; Rita, Joo Xavier ; Mata, Mario Nuno. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:141-:d:522949.

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2022Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts. (2022). Liow, Kim Hiang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:234-:d:824016.

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2021Novel Exploratory Spatiotemporal Analysis to Identify Sociospatial Patterns at Small Areas Using Property Transaction Data in Dublin. (2021). McArdle, Gavin ; Rabiei-Dastjerdi, Hamidreza. In: Land. RePEc:gam:jlands:v:10:y:2021:i:6:p:566-:d:563961.

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2021Rule by Law, Law-Based Governance, and Housing Prices: The Case of China. (2021). Zhou, Qian ; Zhang, Haiyong ; Chen, Jie. In: Land. RePEc:gam:jlands:v:10:y:2021:i:6:p:616-:d:571483.

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2021.

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2021.

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2021Revisiting Investability of Heritage Properties through Indexation and Portfolio Frontier Analysis. (2021). Gan, Yee-Siang ; Teck, Gabriel Hoh ; Cheng, Chin Tiong ; Lai, Kong Seng ; Wong, Wai Fang. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:91-:d:551318.

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2021Market The (De)merits of using Integral Transforms in Predicting Structural Break Points. (2021). Sebehela, Tumellano ; Kola, Katlego . In: International Real Estate Review. RePEc:ire:issued:v:24:n:03:2021:p:405-467.

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2021A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic. (2021). Ozdemir, Zeynel Abidin. In: IZA Discussion Papers. RePEc:iza:izadps:dp14888.

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2021The Effect of Legal Environment and Regulatory Structure on Performance: Cross-Country Evidence from REITs. (2021). Petrova, Milena ; Ghosh, Chinmoy. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:1:d:10.1007_s11146-019-09742-8.

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2021Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:107613.

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2022Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries. (2022). Simshauer, Paul ; Polinori, Paolo ; D'Errico, Maria Chiara ; Bigerna, Simona. In: MPRA Paper. RePEc:pra:mprapa:114164.

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2021On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures. (2021). GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202152.

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2021High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2021). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202159.

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2022Dynamic Impacts of Economic Policy Uncertainty on Australian Stock Market: An Intercontinental Evidence. (2022). Bairagi, Ranajit Kumar . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:21:y:2022:i:1:p:64-91.

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2022The connectedness between Hong Kong and China real estate markets: spillover effect and information transmission. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02143-y.

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2021Price and volatility persistence of the US REITs market. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00102-8.

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2022Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis. (2022). Martins, Joo. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00068-8.

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2022Nonlinear Short-Run Adjustments between REITs and Stock Markets in the USA and Australia. (2022). Chen, Wei-Jui ; Lee, Cheng-Wen. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:1:f:12_1_3.

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2021Future research opportunities for Asian real estate. (2021). Newell, Graeme. In: International Journal of Urban Sciences. RePEc:taf:rjusxx:v:25:y:2021:i:2:p:272-290.

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2022Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression.. (2022). Canepa, Alessandra ; Uddin, Gazi Salah ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202204.

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2022Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach. (2022). Uddin, Gazi Salah ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202213.

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2021Assessing the Impact of Outbreaks on Malaysian Listed Property Companies in Mixed-Asset Portfolios. (2021). Faisal, Shayuti Ahmad ; Abdul, Jalil Rohaya ; Najib, Razali Muhammad. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:29:y:2021:i:3:p:87-93:n:6.

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2022Lessons from the US and German Reit Markets for Drafting a Polish Reit Act. (2022). Bernhard, Funk ; Krzysztof, Kowalke. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:30:y:2022:i:1:p:1-12:n:3.

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2021Dynamic return and volatility spillovers among S&P 500, crude oil, and gold. (2021). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:153-170.

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2021The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China. (2021). Zhang, Bing ; Zhao, Yancai ; Gao, Ruzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2134-2141.

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2021Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR?copula method. (2021). Cao, Yufei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5930-5947.

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2022Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach. (2022). Wang, Shixuan ; Gupta, Rangan ; Bouri, Elie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2089-2109.

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2022The influence of policy uncertainty on exchange rate forecasting. (2022). Smales, Lee A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:997-1016.

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Works by Kim Hiang Liow:

YearTitleTypeCited
1995Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications In: ERES.
[Full Text][Citation analysis]		paper0
2000IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET? In: ERES.
[Full Text][Citation analysis]		paper0
2003Return and Volatility Spill overs in Securitised Real Estate Markets In: ERES.
[Full Text][Citation analysis]		paper0
2003Financial Structure of Real Estate Corporations: Some International Evidence In: ERES.
[Full Text][Citation analysis]		paper0
2003Corporate real estate performance: A data-driven analysis In: ERES.
[Full Text][Citation analysis]		paper0
2010IS 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]		paper0
2010PERFORMANCE DYNAMICS AND DIVERSIFICATION BENEFITS OF EUROPEAN PROPERTY SECURITIES In: ERES.
[Full Text][Citation analysis]		paper0
2012Volatility interdependence in European securitised real estate markets: who is the most influential? In: ERES.
[Full Text][Citation analysis]		paper0
2012Convergence dynamics in international real estate securities markets In: ERES.
[Full Text][Citation analysis]		paper0
2019Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China? In: China & World Economy.
[Full Text][Citation analysis]		article0
2012Co?movements and Correlations Across Asian Securitized Real Estate and Stock Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article45
2013Value versus Growth International Real Estate Investment In: Real Estate Economics.
[Full Text][Citation analysis]		article1
2015Correlation Dynamics and Determinants in International Securitized Real Estate Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article9
2016Real estate global beta and spillovers: An international study In: Economic Modelling.
[Full Text][Citation analysis]		article6
2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty In: Economic Modelling.
[Full Text][Citation analysis]		article49
2015Volatility spillover dynamics and relationship across G7 financial markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article29
2019Relationship 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]		article5
2020Dynamic interdependence of ASEAN5 with G5 stock markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2018The dynamics of volatility connectedness in international real estate investment trusts In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article13
2010Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts In: Journal of Housing Economics.
[Full Text][Citation analysis]		article5
2020Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries In: Journal of Housing Economics.
[Full Text][Citation analysis]		article4
2009Common factors in international securitized real estate markets In: Review of Financial Economics.
[Full Text][Citation analysis]		article10
2009Common factors in international securitized real estate markets.(2009) In: Review of Financial Economics.
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This paper has another version. Agregated cites: 10		article
2007Cycles and common cycles in real estate markets In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article6
2017Return and co-movement of major public real estate markets during global financial crisis: A frequency domain approach In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article3
2017Linkages between office markets in Europe: a volatility spillover perspective In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article2
2019Dynamic 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]		article4
2007Regime switching and asset allocation: Evidence from international real estate security markets In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article2
2008Extreme returns and value at risk in international securitized real estate markets In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article9
2009Do Asian real estate companies add value to investment portfolio? In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article6
2014The 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]		article8
2016Global financial crisis and cyclical co-movements of Asian financial markets In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article2
2018Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks In: IJFS.
[Full Text][Citation analysis]		article0
2019Relationship 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]		article0
2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence In: JRFM.
[Full Text][Citation analysis]		article2
2008A combined perspective of corporate real estate In: Post-Print.
[Citation analysis]		paper3
2004Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article16
2012Investment Dynamics of the Greater China Securitized Real Estate Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article6
2017Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article1
2018Regime dependent volatilities and correlation in international securitized real estate markets In: Empirica.
[Full Text][Citation analysis]		article1
2003Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article5
2004Corporate Real Estate and Stock Market Performance In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article8
2005Long-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]		article46
2009Correlation and Volatility Dynamics in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article38
2009Long-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]		article12
2010Volatility Decomposition and Correlation in International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article7
2011Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article10
2013Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article0
2006Dynamic relationship between stock and property markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article30
2006Corporate real estate management in Singapore: A business management perspective In: International Journal of Strategic Property Management.
[Full Text][Citation analysis]		article2
2000The dynamics of the Singapore commercial property market In: Journal of Property Research.
[Full Text][Citation analysis]		article6
2001Cyclical relationship between commercial real estate and property stock prices In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2003Interest rate sensitivity and risk premium of property stocks In: Journal of Property Research.
[Full Text][Citation analysis]		article6
2005Co?skewness and Co?kurtosis in Global Real Estate Securities In: Journal of Property Research.
[Full Text][Citation analysis]		article3
2006The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets In: Journal of Property Research.
[Full Text][Citation analysis]		article4
2008Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence In: Journal of Property Research.
[Full Text][Citation analysis]		article18
2008Nonlinear Return Dependence in Major Real Estate Markets In: Journal of Property Research.
[Full Text][Citation analysis]		article1
2009Do retail firms benefit from real estate ownership? In: Journal of Property Research.
[Full Text][Citation analysis]		article3
2009The significance and performance of property securities markets in the Asian IFCs In: Journal of Property Research.
[Full Text][Citation analysis]		article4
2009Editorial In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2009Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2010Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration In: Journal of Property Research.
[Full Text][Citation analysis]		article3
2014Switching volatility and cross-market linkages in public property markets In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2015Risk-return convergence in international public property markets In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2019Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies In: Journal of Property Research.
[Full Text][Citation analysis]		article3
2001Real estate and corporate valuation: an asset pricing perspective In: Managerial and Decision Economics.
[Full Text][Citation analysis]		article0
2011An 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]		paper9

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