This study examines the issue of cross‐continental publishing in real estate research to understand the research interaction between the two major English‐speaking countries and to determine if a home bias exists. This study also determines the extent to which authors from other countries...

This paper analyzes the relationships between local and global securitized real estate markets, but also between securitized real estate and common stock markets. First, the volatility transmissions across markets are examined using an asymmetric t-BEKK (Baba-Engle-Kraft-Kroner) specification of...