Narrow search
Showing 1 - 10 of 200
Cover Image
Modeling housing market fundamentals : empirical evidence of extreme market conditions
Stevenson, Simon - In: Real estate economics : journal of the American Real … 36 (2008) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10003683343
Cover Image
Macro-economic and financial determinants of comovement across global real estate security markets
Stevenson, Simon - 2013
Persistent link: https://www.econbiz.de/10010240791
Cover Image
New empirical evidence on heteroscedasticity in hedonic housing models
Stevenson, Simon - In: Journal of housing economics 13 (2004) 2, pp. 136-153
Persistent link: https://www.econbiz.de/10002132500
Cover Image
A performance evaluation of portfolio managers : tests of micro and macro forecasting
Stevenson, Simon - In: The European journal of finance 10 (2004) 5, pp. 391-411
Persistent link: https://www.econbiz.de/10002485480
Cover Image
Momentum effects and mean reversion in real estate securities
Stevenson, Simon - In: The journal of real estate research 23 (2002) 1/2, pp. 47-64
Persistent link: https://www.econbiz.de/10001662870
Cover Image
Bayes-Stein estimators and international real estate asset allocation
Stevenson, Simon - In: The journal of real estate research 21 (2001) 1/2, pp. 89-103
Persistent link: https://www.econbiz.de/10001619768
Cover Image
The sensitivity of European bank stocks to German interest rates changes
Stevenson, Simon - In: Multinational finance journal : MF ; quarterly … 6 (2002) 3/4, pp. 223-249
Persistent link: https://www.econbiz.de/10001780089
Cover Image
A long-term analysis of regional housing markets and inflation
Stevenson, Simon - In: Journal of housing economics 9 (2000) 1/2, pp. 24-39
Persistent link: https://www.econbiz.de/10001538049
Cover Image
The sensitivity of European bank stocks to German interest rates changes
Stevenson, Simon - In: Multinational finance journal : MF ; quarterly … 6 (2002) 3/4, pp. 223-249
Persistent link: https://www.econbiz.de/10009879250
Cover Image
Uncovering volatility dynamics in daily REIT returns
Cotter, John; Stevenson, Simon - 2007
Using a time-varying approach, this paper examines the dynamics of volatility in the real estate investment trust (REIT) sector. The results highlight the attractiveness and suitability of using GARCH based approaches in the modeling of daily REIT volatility.The paper examines the factors that...
Persistent link: https://www.econbiz.de/10009475702