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Are securitised real estate markets efficient? : new international evidence based on an improved automatic Portmanteau test
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 29 (2012) 3, pp. 684-690
Persistent link: https://www.econbiz.de/10009544836
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How globally contagious was the recent US real estate market crisis? : evidence based on a new contagion test
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Economic modelling 28 (2011) 6, pp. 2560-2565
Persistent link: https://www.econbiz.de/10009512505
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How integrated are real estate markets with the world market? : evidence from case-wise bootstrap analysis
Hatemi-J, Abdulnasser; Roca, Eduardo; Al-Shayeb, Abdulrahman - In: Economic modelling 37 (2014), pp. 137-142
Persistent link: https://www.econbiz.de/10010417225
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382