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Modeling long memory in REITs
Cotter, John; Stevenson, Simon - In: Real estate economics : journal of the American Real … 36 (2008) 3, pp. 533-554
Persistent link: https://www.econbiz.de/10003764888
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Multivariate modeling of daily REIT volatility
Cotter, John; Stevenson, Simon - In: The journal of real estate finance and economics 32 (2006) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10003308696
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Equity and fixed income markets as drivers of securitised real estate
Cheong, Chee Seng; Gerlach, Richard; Stevenson, Simon; … - In: Review of financial economics : RFE 18 (2009) 2, pp. 103-111
Persistent link: https://www.econbiz.de/10003901003
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The substitutability of REITs and value stocks
Lee, Stephen; Stevenson, Simon - In: Applied financial economics 17 (2007) 7/9, pp. 541-557
Persistent link: https://www.econbiz.de/10003491170
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Monetary shocks and REIT returns
Bredin, Donal; O'Reilly, Gerard; Stevenson, Simon - In: The journal of real estate finance and economics 35 (2007) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10003622028
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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