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Regime Switches in Property Market Risk Premiums: Some International Comparisons
Wilson, Pat; Okunev, John; Hutcheson, Tiffany - Finance Discipline Group, Business School - 1998
Persistent link: https://www.econbiz.de/10005112879
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Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets
Okunev, John; Wilson, Pat - Finance Discipline Group, Business School - 1995
In this study we present an alterntive approach to test whether the real estate and equity markets are cointegrated. We develop a nonlinear test which allows for a stochastic trend term as opposed to a deterministic drift term. This is a reasonable approach, because if the real estate market is...
Persistent link: https://www.econbiz.de/10004970484
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Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets
Wilson, Pat; Okunev, John - Finance Discipline Group, Business School - 1996
Persistent link: https://www.econbiz.de/10005073697
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Are Real Estate and Securities Markets Integrated? Some Australian Evidence
Wilson, Pat; Okunev, John; Ta, Guy - Finance Discipline Group, Business School - 1994
Persistent link: https://www.econbiz.de/10005027630
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Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets
Wilson, Pat; Okunev, John; Ta, Guy - Finance Discipline Group, Business School - 1995
Persistent link: https://www.econbiz.de/10005027638
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Relationships between Australian real estate and stock market prices : a case of market inefficiency
Okunev, John; Wilson, Patrick James; Zurbruegg, Ralf - In: Journal of forecasting 21 (2002) 3, pp. 181-192
Persistent link: https://www.econbiz.de/10001662954
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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
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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
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The causal relationship between real estate and stock markets
Okunev, John; Wilson, Patrick James; Zurbruegg, Ralf - In: The journal of real estate finance and economics 21 (2000) 3, pp. 251-261
Persistent link: https://www.econbiz.de/10001537211
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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