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Unit root testing with known and unknown structural breaks in property and equity markets

Wilson, Patrick James; Okunev, John - 1996

Persistent link: https://www.econbiz.de/10000985536

Measuring the degree of integration amongst domestic and international real estate and financial assets markets

Wilson, Patrick James; Okunev, John; Ta, Guy - 1995

Persistent link: https://www.econbiz.de/10000986254

Using nonlinear tests to examine integration between real estate and stock markets

Okunev, John - In: Real estate economics : journal of the American Real … 25 (1997) 3, pp. 487-503

Persistent link: https://www.econbiz.de/10001228423

Modelling the Relationship between Real Estate Returns and the Business Cycle

Okunev, John; Wilson, Patrick - European Real Estate Society - ERES - 1999

ERES:conference

Persistent link: https://www.econbiz.de/10010834454

Forecasts in the Property Sector using Spectral Regression - a Moving Spectral Window Approach

Wilson, Patrick; Okunev, John; Higgins, David - European Real Estate Society - ERES - 1999

ERES:conference

Persistent link: https://www.econbiz.de/10010834676

Cyclical Patterns in Risk Premia Estimates for Securitised Property Markets: Some International Comparisons

Wilson, Patrick; Okunev, John - European Real Estate Society - ERES - 1998

ERES:conference

Persistent link: https://www.econbiz.de/10010800419

Spectral analysis of real estate and financial assets markets

Wilson, Patrick; Okunev, John - In: Journal of Property Investment & Finance 17 (1999) 1, pp. 61-74

Understanding cyclical activity is an important component of efficient portfolio management. Property appraisal models that do not explicitly take into account cyclical fluctuations may produce unrealistic valuation estimates resulting in property assets being incorrectly added to or removed...

Persistent link: https://www.econbiz.de/10014898377

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

Equity and fixed income markets as drivers of securitised real estate

Cheong, Chee Seng; Gerlach, Richard; Stevenson, Simon; … - In: Review of financial economics : RFE 18 (2009) 2, pp. 103-111

Persistent link: https://www.econbiz.de/10003901003

Structural breaks and diversification : the impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets

Gerlach, Richard; Wilson, Patrick James; Zurbruegg, Ralf - In: Journal of international money and finance 25 (2006) 6, pp. 974-991

Persistent link: https://www.econbiz.de/10003377936