This paper analyzes the relationships between local and global securitized real estate markets, but also between securitized real estate and common stock markets. First, the volatility transmissions across markets are examined using an asymmetric t-BEKK (Baba-Engle-Kraft-Kroner) specification of...

The aim of this study is to examine whether securitized real estate returns reflect direct real estate returns or general stock market returns using international data for the U.S., U.K., and Australia. In contrast to previous research, which has generally relied on overall real estate market...

Test-retest reliability assessments rarely investigate whether reliability itself is stable or whether change in reliability affects findings from substantive models. Research across the social sciences often recognises that measurement error could influence results, yet it rarely applies...

We compare school-to-work transitions of British graduates belonging to ethnic minorities to those of white British. Six months after graduation ethnic minorities are substantially less likely to be employed than white British even after accounting for parental background, local area...