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~subject:"Großbritannien"
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Großbritannien
growth optimal portfolio
44
Theorie
21
Theory
21
benchmark approach
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Immobilienmarkt
19
Real estate market
19
Australia
18
Australien
18
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stochastic volatility
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fair pricing
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minimal market model
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stability
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numeraire portfolio
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United Kingdom
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Aktienmarkt
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heterogeneous beliefs
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American options
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Cointegration
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Market integration
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real world pricing
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Börsenkurs
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free boundary problem
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English
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Okunev, John
9
Wilson, Patrick James
7
Zurbruegg, Ralf
3
Goldberg, Lawrence G.
2
Keef, Stephen P.
2
Lothian, James R.
2
Stevenson, Simon
2
Davidson, Ian
1
Evans, Lewis T.
1
Evans, Lloyd Thomas
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Hutcheson, Tiffany
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The journal of real estate finance and economics
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Discussion paper
1
Journal of banking & finance
1
LUBC research paper
1
Open economies review
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
12
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1
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
Saved in:
2
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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3
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
Saved in:
4
Regime switches in property market risk premiums : some international comparisons
Wilson, Patrick James
;
Okunev, John
;
Hutcheson, Tiffany
-
1998
Persistent link: https://www.econbiz.de/10000994535
Saved in:
5
Asymmetric volatility, correlation and returns dynamics between the US and UK securitized real estate markets
Michayluk, David
;
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
Real estate economics : journal of the American Real …
34
(
2006
)
1
,
pp. 109-131
Persistent link: https://www.econbiz.de/10003325677
Saved in:
6
Assessing the time varying interest rate sensitivity of real estate securities
Stevenson, Simon
;
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 705-715
Persistent link: https://www.econbiz.de/10003610005
Saved in:
7
Foreign property shocks and the impact on domestic securitized real estate markets : an unobserved components approach
Wilson, Patrick James
;
Stevenson, Simon
;
Zurbruegg, Ralf
- In:
The journal of real estate finance and economics
34
(
2007
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10003491283
Saved in:
8
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
Saved in:
9
Modelling real interest rates
Evans, Lewis T.
;
Keef, Stephen P.
;
Okunev, John
-
1992
Persistent link: https://www.econbiz.de/10000920663
Saved in:
10
Has international financial integration increased?
Goldberg, Lawrence G.
;
Lothian, James R.
;
Okunev, John
- In:
Open economies review
14
(
2003
)
3
,
pp. 299-317
Persistent link: https://www.econbiz.de/10001769201
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