Narrow search
Showing 1 - 10 of 2,987
Cover Image
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis
Hatemi-J, Abdulnasser; Roca, Eduardo; Al-Shayeb, Abdulrahman - In: Economic Modelling 37 (2014) C, pp. 137-142
We investigate the extent by which real estate markets are integrated with the world market. We apply a case-wise bootstrap analysis — a method that is robust to non-normality and increased volatility that characterises financial markets, especially during periods of distress. We also take...
Persistent link: https://www.econbiz.de/10011048779
Cover Image
Asset Pricing, Spatial Linkages and Contagion in Real Estate Stocks
Milcheva, Stanimira - 2017
through the idiosyncratic component or of increased spillovers through the market respectively. We find that contagion … have implications for investors showing that the market can channel asset volatility leading to contagion during crisis …
Persistent link: https://www.econbiz.de/10012968043
Cover Image
Are Securitized Real Estate Returns More Predictable than Stock Returns?
Serrano, Camilo - 2010
This paper examines whether the predictability of securitized real estate returns differs from that of stock returns. It also provides a cross-country comparison of securitized real estate return predictability. In conrtast to most of the literature on this issue, the analysis is not based on a...
Persistent link: https://www.econbiz.de/10013145161
Cover Image
Within-bank spillovers of real estate shocks
Cuñat, Vicente; Cvijanović, Dragana; Yuan, Kathy - In: The review of corporate finance studies 7 (2018) 2, pp. 157-193
Persistent link: https://www.econbiz.de/10011996821
Cover Image
An empirical investigation on bubbles contagion in Scandinavian real estate markets
Bago, Jean-Louis; Rherrad, Imad; Akakpo, Koffi; … - In: Businesses 2 (2022) 1, pp. 110-117
This paper investigates the presence of speculative bubbles in the Scandinavian countries namely Denmark, Finland, Norway, and Sweden over the period from 1980Q1 to 2018Q4 and searches for evidence of bubble migration among those countries. First, we apply the GSADF test developed by Phillips et...
Persistent link: https://www.econbiz.de/10013454886
Cover Image
The Transmission of Real Estate Shocks Through Multinational Banks
Bertay, Ata Can - 2014
This paper investigates the credit supply of banks in response to domestic and foreign real estate price changes. Using a large international dataset of multinational banks, we find evidence of a significant transmission of domestic real estate shocks into lending abroad. A 1% decrease in real...
Persistent link: https://www.econbiz.de/10013059599
Cover Image
Regional and global contagion in real estate investment trusts
Milunovich, George; Trück, Stefan - In: Journal of Property Investment & Finance 31 (2013) 1, pp. 53-77
Purpose – The purpose of this paper is to investigate contagion between real estate investment trusts (REITs) within … authors are interested in contagion between the considered markets during the 2007‐2009 GFC period in comparison to the entire …, Harvey and Ng, the paper defines contagion as excess comovement between two financial markets, after removing the effects of …
Persistent link: https://www.econbiz.de/10014898354
Cover Image
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Cover Image
Dynamic linkages among US real estate sectors before and after the housing crisis
Yunus, Nafeesa - In: The journal of real estate finance and economics 58 (2019) 2, pp. 264-289
Persistent link: https://www.econbiz.de/10012151922
Cover Image
A Web Of Shocks: Crises Across Asian Real Estate Markets
Bond, Shaun; Dungey, Mardi; Fry, Renée - In: The Journal of Real Estate Finance and Economics 32 (2006) 3, pp. 253-274
The behaviour of real estate markets during the 1997–98 Financial crisis in Asian economies has received little attention despite the extensive research on other asset markets over this time. This paper examines the transmission of shocks across national real estate markets prior to and during...
Persistent link: https://www.econbiz.de/10005716760