This research assesses the role of European property securities traded in Austria, Belgium, Finland, France, Germany, Italy, Spain, Sweden, Switzerland, United Kingdom and United States in domestic mixed-asset and international investment portfolios over a 10-year period, 1999-2009. This is an...

This paper investigates interdependence of weekly conditional volatility in 10 FTSE-NAREIT-EPRA European developed securitized real estate markets (The United Kingdom, France, Germany, Netherlands, Italy, Finland, Norway, Sweden, Switzerland and Spain) from November 1990 to December 2011. We...

"Property is a significant asset in the balance sheets of some Singapore industrial /commerce firms and hotel corporations. In this research, we take on the task to examine the relationship between real estate and stock market valuation of these business firms from an asset pricing perspective....

This paper searches for a common trend in the securitized real estateñregional stock market and securitized real estate-global stock market correlations. Although previous studies have reported that correlations between international stock returns, and to a lesser extent, real estate securities...

In this paper, we adopt the concepts of risk-return convergence and beta-convergence to measure and evaluate securitized real estate market integration for 16 FTSE-NAREIT-EPRA developed markets from North America, Europe and Asia-Pacific from November 1990 to December 2011. As securitized real...