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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

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

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

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

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

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

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

The influence of real estate risk on market volatility

Cheong, Chee Seng; Olshansky, Anna; Zurbruegg, Ralf - In: Journal of property investment & finance 29 (2011) 2, pp. 145-166

Persistent link: https://www.econbiz.de/10009010129

Pacific Rim futures markets and their intertemporal relationships

Fong, Kingsley; Zurbruegg, Ralf - In: Advances in Pacific Basin financial markets 6 (2000), pp. 197-220

Persistent link: https://www.econbiz.de/10001487782

An analysis of the long‐run impact of fixed income and equity market performance on Australian and UK securitised property markets

Seng Cheong, Chee; Wilson, Patrick J.; Zurbruegg, Ralf - In: Journal of Property Investment & Finance 27 (2009) 3, pp. 259-276

Purpose – Given the mixed findings in the literature, this paper aims to re‐examine the relationship that the securitised property market has with both the fixed income and general stock markets in the UK and Australia from July 1998 to June 2006. Design/methodology/approach – The base...

Persistent link: https://www.econbiz.de/10014898233