Patrick Wilson : Citation Profile


Are you Patrick Wilson?

University of Adelaide

9

H index

9

i10 index

382

Citations

RESEARCH PRODUCTION:

19

Articles

34

Papers

RESEARCH ACTIVITY:

   17 years (1992 - 2009). See details.
   Cites by year: 22
   Journals where Patrick Wilson has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 12 (3.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi66
   Updated: 2019-10-15    RAS profile: 2016-10-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Wilson.

Is cited by:

Liow, Kim (45)

GUPTA, RANGAN (20)

Chang, Tsangyao (18)

Balcilar, Mehmet (16)

Stevenson, Simon (14)

Miller, Stephen (14)

Lee, Chin (11)

Habibullah, Muzafar Shah (11)

Hoesli, Martin (9)

Razmi, Fatemeh (7)

Azali, M. (7)

Cites to:

Engle, Robert (17)

Perron, Pierre (15)

Granger, Clive (14)

Zivot, Eric (9)

Andrews, Donald (9)

Shiller, Robert (8)

Mei, Jianping (8)

Jorion, Philippe (8)

Gyourko, Joseph (8)

Keim, Donald (7)

Vogelsang, Timothy (6)

Main data


Where Patrick Wilson has published?


Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics3
Australian Journal of Labour Economics (AJLE)3
Journal of Property Research3
Real Estate Economics2

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)13
Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney13
Centre for International Economic Studies Working Papers / University of Adelaide, Centre for International Economic Studies2

Recent works citing Patrick Wilson (2018 and 2017)


YearTitle of citing document
2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

Full description at Econpapers || Download paper

2018Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491.

Full description at Econpapers || Download paper

2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

Full description at Econpapers || Download paper

2018The Consequences of REIT Index Membership for Return Patterns. (2018). wachter, susan ; Steiner, Eva ; Pavlov, Andrey. In: Real Estate Economics. RePEc:bla:reesec:v:46:y:2018:i:1:p:210-250.

Full description at Econpapers || Download paper

2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). GUPTA, RANGAN ; Caporin, Massimiliano ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps61.

Full description at Econpapers || Download paper

2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Mohamed, Azali ; Razmi, Fatemeh . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-72.

Full description at Econpapers || Download paper

2017Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications. (2017). Dasgupta, Ranjan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-89.

Full description at Econpapers || Download paper

2018The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

Full description at Econpapers || Download paper

2017Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets. (2017). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:217-222.

Full description at Econpapers || Download paper

2017Time-varying causality between stock and housing markets in China. (2017). Shi, Guangping ; Zhang, XU ; Liu, Xiaoxing. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:227-232.

Full description at Econpapers || Download paper

2018Profitability and risk profile of reverse mortgages: A cross-system and cross-plan comparison. (2018). Lee, Yung-Tsung ; Liu, I-Chien ; I-Chien Liu, ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:255-266.

Full description at Econpapers || Download paper

2018The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210.

Full description at Econpapers || Download paper

2019Understanding real estate price dynamics: The case of housing prices in five major cities of China✰. (2019). Yavas, Abdullah ; Yang, Zan ; Fan, Ying. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:37-55.

Full description at Econpapers || Download paper

2018Monetary policy with asymmetries in the asset markets participation, counter-cyclical fiscal policy and «non-atomistic» wage setters. (2018). Arize, Augustine C ; Magazzino, Cosimo ; Vidra, Aristea ; Ghosh, Dilip K ; Brady, Gordon L ; Sidiropoulos, Moise ; Christofidou, Georgia ; Kumar, Abhishek ; Papadamou, Stephanos ; Madlener, Reinhard ; Goyal, Ashima ; Kostakis, Hara ; Dergiades, Theologos ; Stavrakoudis, Athanassios ; Pavlatos, Odysseas ; Tabak, Benjamin M ; Panagiotou, Dimitrios ; Karadam, Duygu Yolcu ; Pragidis, Ioannis ; Chrysanthopoulou, Xakousti ; Ghodsi, Seyed Hesam ; Xanthopoulos, Michail ; Gogas, Periklis ; Gupta, Rangan ; Bahmani-Oskooee, Mohsen ; Chortareas, Georgios ; Karfaki, Eftychia ; Demirer, Riza ; Tsounis, Nicholas ; Asimakopoulos, Grigorios ; Karfakis, Costas ; Balcilar
2017Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

Full description at Econpapers || Download paper

2017The dynamic interdependence of international financial markets: An empirical study on twenty-seven stock markets. (2017). Zhang, Xingwei ; Zheng, Xiaolong ; Zeng, Daniel Dajun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:32-42.

Full description at Econpapers || Download paper

2018Univariate dependence among sectors in Chinese stock market and systemic risk implication. (2018). Hao, Jing ; He, Feng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:355-364.

Full description at Econpapers || Download paper

2017Residential property price-stock price nexus in Hong Kong: new evidence from ARDL bounds test. (2017). Henry, Koon Nam. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-03-2016-0020.

Full description at Econpapers || Download paper

2017Price linkages between Australian housing and stock markets: Wealth effect, credit effect or capital switching?. (2017). Lee, Ming-Te ; Liao, Chien-Ya. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-05-2016-0037.

Full description at Econpapers || Download paper

2017Return and co-movement of major public real estate markets during global financial crisis: A frequency domain approach. (2017). Liow, Kim ; Angela, Shao Yue. In: Journal of Property Investment & Finance. RePEc:eme:jpifpp:jpif-01-2017-0002.

Full description at Econpapers || Download paper

2018Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets. (2018). Toyoshima, Yuki. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:21-:d:143280.

Full description at Econpapers || Download paper

2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim Hiang ; Huang, Yuting ; Zhou, Xiaoxia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346.

Full description at Econpapers || Download paper

2018Managing Bubbles in the Korean Real Estate Market: A Real Options Framework. (2018). Kim, Kyungwon ; Song, Jae Wook. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2875-:d:163542.

Full description at Econpapers || Download paper

2019Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1402-:d:211569.

Full description at Econpapers || Download paper

2017The Role of Macroeconomic Variables in the Islamic Real Estate Investment Trusts (I-REIT) Market in Malaysia. (2017). Mohd, Mohd Yahya ; Gan, Pei-Tha ; Razak, Azila Abdul ; Muhammad, Fidlizan. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:7:y:2017:i:4:p:911-926.

Full description at Econpapers || Download paper

2017The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach. (2017). Yuksel, Aydin S ; Ozturk, Hakki ; Erol, Umit . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:86-98.

Full description at Econpapers || Download paper

2017An Anatomy of the Interrelationship between Equity and Mortgage REITs. (2017). Hansz, Andrew J ; Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom. In: International Real Estate Review. RePEc:ire:issued:v:20:n:03:2017:p:287-324.

Full description at Econpapers || Download paper

2018Increased Tail Dependence in Global Public Real Estate Markets. (2018). Deng, Yang ; Gong, PU. In: International Real Estate Review. RePEc:ire:issued:v:21:n:02:2018:p:145-168.

Full description at Econpapers || Download paper

2019Interdependence of Securitized Real Estate in Frontier Markets. (2019). Al-Abduljader, Sulaiman T. In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:83-108.

Full description at Econpapers || Download paper

2019Interdependence of Securitized Real Estate in Frontier Markets. (2019). Al-Abduljader, Sulaiman T. In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:85-110.

Full description at Econpapers || Download paper

2017Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets. (2017). Liow, Kim ; Ye, Qing. In: Journal of Real Estate Research. RePEc:jre:issued:v:39:n:2:2017:p:127_164.

Full description at Econpapers || Download paper

2018Regime dependent volatilities and correlation in international securitized real estate markets. (2018). Liow, Kim Hiang ; Ye, Qing. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9368-4.

Full description at Econpapers || Download paper

2018Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S.. (2018). Glascock, John L ; Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9601-8.

Full description at Econpapers || Download paper

2018Fundamental Drivers of Dependence in REIT Returns. (2018). Alcock, Jamie ; Steiner, Eva. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9562-3.

Full description at Econpapers || Download paper

2019Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis. (2019). Begiazi, Kyriaki ; Katsiampa, Paraskevi. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-018-9652-5.

Full description at Econpapers || Download paper

2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Razmi, Fatemeh . In: MPRA Paper. RePEc:pra:mprapa:79079.

Full description at Econpapers || Download paper

2017Understanding the Relationship between Public and Private Commercial Real Estate Markets. (2017). Kishor, N. In: MPRA Paper. RePEc:pra:mprapa:83475.

Full description at Econpapers || Download paper

2019Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model. (2019). Sarkar, Nityananda ; Kundu, Srikanta ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:94707.

Full description at Econpapers || Download paper

2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917.

Full description at Econpapers || Download paper

2018Linkages Between the Foreign Exchange Markets of BRIC Countries—Brazil, Russia, India and China—and the USA. (2018). Swanson, Peggy E ; Aroul, Ramya Rajajagadeesan . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:17:y:2018:i:3:p:333-353.

Full description at Econpapers || Download paper

2019The investigation of the dynamic linkages between real estate market and stock market in Greece. (2019). Patsika, Victoria ; Kousenidis, Dimitrios ; Kosmidou, Kyriaki ; Gounopoulos, Dimitrios. In: The European Journal of Finance. RePEc:taf:eurjfi:v:25:y:2019:i:7:p:647-669.

Full description at Econpapers || Download paper

2017Ethnic connections, foreign housing investment and locality: a case study of Seoul. (2017). Kim, Hyung Min. In: European Journal of Housing Policy. RePEc:taf:eurjhp:v:17:y:2017:i:1:p:120-144.

Full description at Econpapers || Download paper

2017On price co-movement and volatility spillover effects in China’s housing markets. (2017). Weng, Yingliang ; Gong, PU. In: International Journal of Strategic Property Management. RePEc:taf:ijspmg:v:21:y:2017:i:3:p:240-255.

Full description at Econpapers || Download paper

2019Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies. (2019). Huang, Yuting ; Li, Qiang ; Zhou, Xiaoxia ; Liow, Kim Hiang. In: Journal of Property Research. RePEc:taf:jpropr:v:36:y:2019:i:1:p:27-58.

Full description at Econpapers || Download paper

2018Listing of Developer Companies as a Predictor of the Situation on the Residential Real Estate Market. (2018). Rafal, Wolski . In: Real Estate Management and Valuation. RePEc:vrs:remava:v:26:y:2018:i:4:p:12-21:n:2.

Full description at Econpapers || Download paper

2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: BERG Working Paper Series. RePEc:zbw:bamber:133.

Full description at Econpapers || Download paper

Works by Patrick Wilson:


YearTitleTypeCited
2003Does it Pay to Diversify Real Estate Assets? - A Literary Perspective In: Centre for International Economic Studies Working Papers.
[Full Text][Citation analysis]
paper2
2003Trends and Spectral Response: An Examination of the US Realty Market In: Centre for International Economic Studies Working Papers.
[Full Text][Citation analysis]
paper0
1995Measuring the Degree of Integration Amongst International Real Estate and Financial Asset Markets In: ERES.
[Full Text][Citation analysis]
paper0
1996Rolling and Recursive Tests of Stability on Market Integration - Consideration of Real Estate and Equity Markets In: ERES.
[Full Text][Citation analysis]
paper0
1998Cyclical Patterns in Risk Premia Estimates for Securitised Property Markets: Some International Comparisons In: ERES.
[Full Text][Citation analysis]
paper0
1999Forecasts in the Property Sector using Spectral Regression - a Moving Spectral Window Approach In: ERES.
[Full Text][Citation analysis]
paper0
1999Using Non Linear Tests to Determine Whether Real Estate and Equity Markets are Cointegrated In: ERES.
[Full Text][Citation analysis]
paper0
1999Modelling the Relationship between Real Estate Returns and the Business Cycle In: ERES.
[Full Text][Citation analysis]
paper0
2000ENHANCING INFORMATION USE TO IMPROVE PREDICTIVE PERFORMANCE IN PROPERTY MARKETS In: ERES.
[Full Text][Citation analysis]
paper0
2002Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia Pacific Real Estate Markets In: ERES.
[Full Text][Citation analysis]
paper50
2006Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets.(2006) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
article
2002Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets.(2002) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2004Volatility, Correlation and Returns Dynamics between the US and UK Securitised Real Estate Markets In: ERES.
[Full Text][Citation analysis]
paper0
2004Real Estate Markets In: ERES.
[Full Text][Citation analysis]
paper4
2005Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities In: ERES.
[Full Text][Citation analysis]
paper10
2007Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities.(2007) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2006PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE In: ERES.
[Full Text][Citation analysis]
paper0
2007The Performance and Long-Run Driving Forces of Securitised Property in the Australian and United Kingdom Markets In: ERES.
[Full Text][Citation analysis]
paper0
2003Potential Diversification Benefits In The Presence Of Unknown Structural Breaks: An Australian Case Study In: Australian Economic Papers.
[Full Text][Citation analysis]
article3
1997Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets In: Real Estate Economics.
[Full Text][Citation analysis]
article86
1995Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets.(1995) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
2006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets In: Real Estate Economics.
[Full Text][Citation analysis]
article57
2004Another look at the forecast performance of ARFIMA models In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article6
2009Equity and fixed income markets as drivers of securitised real estate In: Review of Financial Economics.
[Full Text][Citation analysis]
article5
1992Variations in Market Duration and Likelihood of Sale. In: Western Sydney - School of Business And Technology.
[Citation analysis]
paper0
1992Do the Smart Get Richer? Housing Market Patterns in Benefits to Sellers. In: Western Sydney - School of Business And Technology.
[Citation analysis]
paper0
1993Monocentricity and Its Application to the Sydney Housing Market. In: Western Sydney - School of Business And Technology.
[Citation analysis]
paper0
2004Trends in work stoppages : a global perspective In: ILO Working Papers.
[Full Text][Citation analysis]
paper3
2008Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation In: International Real Estate Review.
[Full Text][Citation analysis]
article0
2002Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency. In: Journal of Forecasting.
[Citation analysis]
article21
1999Long-Term Dependencies and Long Run non-Periodic Co-Cycles: Real Estate and Stock Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article19
1998Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article6
2000The Causal Relationship between Real Estate and Stock Markets. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article58
2007Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article10
2000The Accord and strikes: an International perspective In: Australian Journal of Labour Economics (AJLE).
[Citation analysis]
article2
2001The Accord and Strikes: An International Perspective.(2001) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2004Forecasting Australian Unemployment Rates using Spectral Analysis In: Australian Journal of Labour Economics (AJLE).
[Citation analysis]
article0
2005The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003 In: Australian Journal of Labour Economics (AJLE).
[Citation analysis]
article0
2003Common trends and spectral response: a case study on the US In: Journal of Property Research.
[Full Text][Citation analysis]
article3
2007Real Estate ‘Value’ Stocks and International Diversification In: Journal of Property Research.
[Full Text][Citation analysis]
article2
2008Big City Difference? Another Look at Factors Driving House Prices In: Journal of Property Research.
[Full Text][Citation analysis]
article2
1999A Stochastic Approach to Modelling and Forecasting Dependent Time-Series In: Research Paper Series.
[Citation analysis]
paper0
2003International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature In: Working Paper Series.
[Full Text][Citation analysis]
paper23
1992Performance Differences Within the Market for Housing In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1993Shared Information - Comparing Multilist and Franchise Operations In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1993In Shared Information Services is Size Important? In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1993Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1994Are Real Estate and Securities Markets Integrated? Some Australian Evidence In: Working Paper Series.
[Full Text][Citation analysis]
paper9
1995Comparing and Contrasting Native Property Title Claims in South Africa and Australia In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1995Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1996Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1996Fractional Co-Integration in Domestic and International Real Estate and Stock Markets In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1998Regime Switches in Property Market Risk Premiums: Some International Comparisons In: Working Paper Series.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team