The purpose of this paper is to re‐examine the issue of whether inter‐urban housing markets can be modelled using a set of common economic fundamentals (such as economic growth, employment and the like). This is a timely analysis in view of the current widespread interest in housing markets...

This paper sets out to consider whether changes in economic fundamentals in the United States can impact on international real estate markets. To this end a two-step approach is pursued. In the first step cointegration techniques are used to determine whether common trends exist in international...

In recent years there has been an increased interest in the extent to which managers can improve their property portfolio position through international diversification. Much of this interest has centred on the use of various statistical/econometric tests of time‐varying correlations and...