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subject:"Estimation"
subject:"Japan"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Monetary policy"
~subject:"Share price"
~subject:"Theorie"
~type_genre:"Article in journal"
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Estimation
Japan
Monetary policy
Share price
Theorie
Großbritannien
53
United Kingdom
53
USA
20
United States
20
Immobilienfonds
19
Real estate fund
19
Immobilienmarkt
17
Real estate market
17
Immobilienpreis
14
Real estate price
14
Capital income
12
Kapitaleinkommen
12
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11
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Volatility
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Volatilität
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Risiko
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4
Cointegration
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Article
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27
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English
27
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Eichholtz, Piet
5
Brounen, Dirk
3
Lin, Zhenguo
2
Patel, Kanak
2
Pereira, Ricardo
2
Vandell, Kerry D.
2
Zhou, Jian
2
Babalos, Vassilios
1
Begiazi, Kyriaki
1
Ben-Hamo, Yair
1
Bond, Shaun A.
1
Brown, Gerald R.
1
Chen, Zhiwei
1
Cho, Hoon
1
Drouhin, Pierre-Arnaud
1
Duck, Peter W.
1
Essafi, Yasmine
1
Fan, Gang-zhi
1
Gao, Yanmin
1
Gerbich, Marcus
1
Hartzell, David J.
1
Hendershott, Patric H.
1
Hoesli, Martin
1
Hott, Christian
1
Huszár, Zsuzsa R.
1
Hwang, Soosung
1
Katsiampa, Paraskevi
1
Kawaguchi, Yuichiro
1
Kiohos, Apostolos
1
Kohl, Nicolas
1
Kok, Nils
1
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1
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1
Levis, Mario
1
Liow, Kim Hiang
1
Liu, Jingran
1
Liu, Yingchun
1
Lizieri, Colin
1
MacGregor, Bryan D.
1
Matysiak, George A.
1
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Cambridge-Maastricht Symposium <2, 2001, Cambridge>
1
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The journal of real estate finance and economics
Applied economics
198
The economic journal : the journal of the Royal Economic Society
166
Applied financial economics
103
Oxford bulletin of economics and statistics
90
Scottish journal of political economy : the journal of the Scottish Economic Society
86
Oxford economic papers
78
Journal of international money and finance
75
Economica
74
Quarterly bulletin / Bank of England
70
Journal of banking & finance
60
Economic modelling
59
Economics letters
58
Applied economics letters
51
The European journal of finance
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Journal of applied econometrics
46
Journal of money, credit and banking : JMCB
43
The Manchester School of Economic and Social Studies
42
International review of financial analysis
41
The Manchester School
40
European economic review : EER
38
Oxford review of economic policy
37
Journal of international financial markets, institutions & money
35
National Institute economic review
35
The journal of futures markets
34
International journal of finance & economics : IJFE
32
International review of economics & finance : IREF
31
Journal of monetary economics
31
Bulletin of economic research
30
Journal of macroeconomics
29
Labour economics : official journal of the European Association of Labour Economists
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Cambridge journal of economics
25
The journal of finance : the journal of the American Finance Association
25
The review of economics and statistics
25
Journal of population economics
24
The American economic review
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
The review of financial studies
24
Journal of forecasting
23
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ECONIS (ZBW)
27
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1
Fractional integration and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
2
Modelling UK house prices with structural breaks and conditional variance analysis
Begiazi, Kyriaki
;
Katsiampa, Paraskevi
- In:
The journal of real estate finance and economics
58
(
2019
)
2
,
pp. 290-309
Persistent link: https://www.econbiz.de/10012151936
Saved in:
3
Forward curve risk factors analysis in the UK real estate market
Drouhin, Pierre-Arnaud
;
Simon, Arnaud
;
Essafi, Yasmine
- In:
The journal of real estate finance and economics
53
(
2016
)
4
,
pp. 494-526
Persistent link: https://www.econbiz.de/10011717579
Saved in:
4
The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence
Fan, Gang-zhi
;
Huszár, Zsuzsa R.
;
Zhang, Weina
- In:
The journal of real estate finance and economics
46
(
2013
)
4
,
pp. 568-595
Persistent link: https://www.econbiz.de/10009750329
Saved in:
5
Tail dependence in international real estate securities markets
Zhou, Jian
;
Gao, Yanmin
- In:
The journal of real estate finance and economics
45
(
2012
)
1
,
pp. 128-151
Persistent link: https://www.econbiz.de/10009581759
Saved in:
6
Corporate governance and market valuation of publicly traded real estate companies : evidence from Europe
Kohl, Nicolas
;
Schaefers, Wolfgang
- In:
The journal of real estate finance and economics
44
(
2012
)
3
,
pp. 362-393
Persistent link: https://www.econbiz.de/10009540815
Saved in:
7
Fractional cointegration analysis of securitized real estate
Serrano, Camilo
;
Hoesli, Martin
- In:
The journal of real estate finance and economics
44
(
2012
)
3
,
pp. 319-338
Persistent link: https://www.econbiz.de/10009540818
Saved in:
8
Multiscale analysis of international linkages of REIT returns and volatilities
Zhou, Jian
- In:
The journal of real estate finance and economics
45
(
2012
)
4
,
pp. 1062-1087
Persistent link: https://www.econbiz.de/10009689421
Saved in:
9
Multiple regimes and volatility transmission in securitized real estate markets
Liow, Kim Hiang
;
Chen, Zhiwei
;
Liu, Jingran
- In:
The journal of real estate finance and economics
42
(
2011
)
3
,
pp. 295-328
Persistent link: https://www.econbiz.de/10009303113
Saved in:
10
Calendar anomalies : the case of international property shares
Brounen, Dirk
;
Ben-Hamo, Yair
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 115-136
Persistent link: https://www.econbiz.de/10003810659
Saved in:
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