Similar Search Results

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

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

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

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

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