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Using Non Linear Tests to Determine Whether Real Estate and Equity Markets are Cointegrated
Okunev, John; Wilson, Pat; Zurbrugg, Ralf - European Real Estate Society - ERES - 1999
ERES:conference
Persistent link: https://www.econbiz.de/10010834363
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Modelling the Relationship between Real Estate Returns and the Business Cycle
Okunev, John; Wilson, Patrick - European Real Estate Society - ERES - 1999
ERES:conference
Persistent link: https://www.econbiz.de/10010834454
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Forecasts in the Property Sector using Spectral Regression - a Moving Spectral Window Approach
Wilson, Patrick; Okunev, John; Higgins, David - European Real Estate Society - ERES - 1999
ERES:conference
Persistent link: https://www.econbiz.de/10010834676
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Volatility, Correlation and Returns Dynamics between the US and UK Securitised Real Estate Markets
Wilson, Patrick; Zurbruegg, Ralf - European Real Estate Society - ERES - 2004
This paper constructs synchronously priced indices of securitised property listed on the NYSE and LSE. The indices are then utilised to examine dynamic information flows between the two markets. By analysing returns behaviour, asymmetric volatility spill over effects and exceedance correlations,...
Persistent link: https://www.econbiz.de/10010800229
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Cyclical Patterns in Risk Premia Estimates for Securitised Property Markets: Some International Comparisons
Wilson, Patrick; Okunev, John - European Real Estate Society - ERES - 1998
ERES:conference
Persistent link: https://www.econbiz.de/10010800419
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Real Estate Markets
Wilson, Patrick; Zurbruegg, Ralf; Michayluk, David - European Real Estate Society - ERES - 2004
[abstract missing - contribution appeared in the programme]
Persistent link: https://www.econbiz.de/10010800432
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Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia Pacific Real Estate Markets
Wilson, Patrick J.; Zurbruegg, Ralf; Gerlach, Richard - European Real Estate Society - ERES - 2002
ERES:conference
Persistent link: https://www.econbiz.de/10010800242
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NY-LON: Does a Single Cross-Continental Office Market Exist?
Jackson, Cath; Stevenson, Simon; Watkins, Craig - European Real Estate Society - ERES - 2005
This paper aims to examine the issue of economic diversification in the context of the office markets in New York and London. These two markets are two of the most liquid office markets and attract a large degree of international investment. However, both cities are key financial service centres...
Persistent link: https://www.econbiz.de/10010834082
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Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components
Stevenson, Simon - European Real Estate Society - ERES - 1999
ERES:conference
Persistent link: https://www.econbiz.de/10010834149
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New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets
Stevenson, Simon - European Real Estate Society - ERES - 2004
[abstract missing - contribution appeared in the programme]
Persistent link: https://www.econbiz.de/10010834156