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Relationships between Australian real estate and stock market prices : a case of market inefficiency
Okunev, John; Wilson, Patrick James; Zurbruegg, Ralf - In: Journal of forecasting 21 (2002) 3, pp. 181-192
Persistent link: https://www.econbiz.de/10001662954
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Long-term dependencies and long run non-periodic co-cycles : real estate and stock market
Wilson, Patrick James; Okunev, John - In: The journal of real estate research 18 (1999) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10001487214
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Fractional co-integration in domestic and international real estate and stock markets
Okunev, John; Wilson, Patrick James - 1996
Persistent link: https://www.econbiz.de/10001493506
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The causal relationship between real estate and stock markets
Okunev, John; Wilson, Patrick James; Zurbruegg, Ralf - In: The journal of real estate finance and economics 21 (2000) 3, pp. 251-261
Persistent link: https://www.econbiz.de/10001537211
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Step interventions and market integration : tests in the US, UK, and Australian property markets
Wilson, Patrick James - In: The journal of real estate finance and economics 16 (1998) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10001235453
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Modelling real interest rates
Evans, Lloyd Thomas - In: Journal of banking & finance 18 (1994) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10001156038
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Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W. - In: The journal of futures markets 13 (1993) 6, pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
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Utility maximizing hedge ratios in the extended mean Gini framework
Kolb, Robert W.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920662
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Modelling real interest rates
Evans, Lewis T.; Keef, Stephen P.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920663
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Using non-linear tests to examine integration between real estate and equity markets
Okunev, John; Wilson, Patrick James - 1995
Persistent link: https://www.econbiz.de/10000948900