This study aims to examine the relationship between interest rate movements and the price reaction of UK property stocks. While previous exists concerning the sensitivity of indirect real estate vehicles to interest rates, this study extends this literature by examining the time-varying...

This paper examines the literature to date on the benefits of diversifying property assets internationally. Currently, there is no consensus on how much benefit can be derived from diversifying property portfolios globally. This is contrary to other financial assets where there seems to be...

Currently, there exists relatively little research on the influence that the 1997 Asian financial crisis has had upon capital flows within the securitized property market and the associated long run implications of it. This paper examines the impact that the crisis has had upon the integration...

In a comparison between Australian and United Kingdom property markets this paper re-examines the sensitivity and importance of interest rates and stock market price behaviour on securitised property by decomposing their long-run impact between transient and permanent effects. This is achieved...