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International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf.
In: Working Paper Series.
RePEc:uts:wpaper:126.

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Cited: 28

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Cites: 52

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Cocites: 28

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  2. Cointegration and adjustment dynamics of REIT and stock markets during the global financial and European debt crises. (2020). Ozturk, Hakki ; Yuksel, Asli ; Erol, Umit.
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  3. Revisiting currency swaps: hedging real estate investments in global city markets. (2018). Livingstone, Nicola ; Bejol, Philipp.
    In: Journal of Property Investment & Finance.
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  4. The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting.
    In: Journal of International Financial Markets, Institutions and Money.
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  5. The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach. (2017). Yuksel, Aydin S ; Ozturk, Hakki ; Erol, Umit .
    In: International Journal of Economics and Finance.
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  6. Speculative bubbles, financial crises and convergence in global real estate investment trusts. (2015). Milunovich, George ; Joyeux, Roselyne.
    In: Applied Economics.
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  7. What do scientists know about inflation hedging?. (2015). Arnold, Stephan ; Auer, Benjamin R.
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  8. Filtering Risk Away: Global Finance Capital, Transcalar Territorial Networks and the (Un)Making of City-Regions: An Analysis of Business Property Development in Bangalore, India. (2014). Rouanet, Hortense ; Halbert, Ludovic.
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  9. Integration between real estate equity and non-real estate equity. (2014). Olaleye, Abel ; Ekemode, Benjamin .
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  10. Evidence of contagion in global REITs investment. (2014). Chen, Chia-Shih ; Chang, Guang-Di .
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  11. How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis. (2014). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Al-Shayeb, Abdulrahman ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, .
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  12. Analysis of the Vietnamese commercial real estate market - Strategic investment implications for Evergreen Properties of Michigan, Inc.. (2013). Mai, Nhat Chi.
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  13. Regional and global contagion in real estate investment trusts: The case of the financial crisis of 2007-2009. (2013). Trueck, Stefan ; Milunovich, George.
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  14. Dynamic Correlations Among Asset Classes: REIT and Stock Returns. (2012). Yildirim, Yildiray ; Yang, Yawei ; Case, Bradford.
    In: The Journal of Real Estate Finance and Economics.
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  15. Are securitised real estate markets efficient?. (2012). Roca, Eduardo ; Cheung, Adrian ; Su, Jen-Je.
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  16. Do European real estate stocks hedge inflation? Evidence from developed and emerging markets. (2012). Lee, Chyi Lin.
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  17. Are Real Estate Markets Integrated with the World Market?. (2011). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, .
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  18. How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test. (2011). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, .
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  19. Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data. (2010). Oikarinen, Elias.
    In: The Journal of Real Estate Finance and Economics.
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  20. Global Property Market Diversification. (2010). Zhang, Ying ; Gallo, John.
    In: The Journal of Real Estate Finance and Economics.
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  21. The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods. (2010). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, .
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  22. The significance and performance of property securities markets in the Asian IFCs. (2009). Liow, Kim ; Wing, Chau Kwong ; Kei, Wong Siu ; Newell, Graeme.
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  23. Real estate portfolio strategy and product innovation in Europe. (2008). Hoesli, Martin.
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  24. IS THE UK REAL ESTATE MARKET CONVERGING WITH THE REST OF EUROPE?. (2008). Lee, Stephen.
    In: ERES.
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  25. Real Estate ‘Value’ Stocks and International Diversification. (2007). Wilson, Patrick ; Ellis, Craig ; Zurbruegg, Ralf.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:24:y:2007:i:3:p:265-287.

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  26. Modelling Linkages between US and Asia‐Pacific Securitized Property Markets. (2007). Swanson, Peggy ; Yunus, Nafeesa.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:24:y:2007:i:2:p:95-122.

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  27. Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach. (2007). Wilson, Patrick ; Stevenson, Simon ; Zurbruegg, Ralf.
    In: The Journal of Real Estate Finance and Economics.
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  28. Regime switching in yield structures and real estate investment. (2005). Krystalogianni, Alexandra ; Tsolacos, Sotiris.
    In: Journal of Property Research.
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    RePEc:jre:issued:v:11:n:2:1996:p:103-116.

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  26. Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets. (1995). Wilson, Patrick ; Ta, Guy ; Okunev, John .
    In: Working Paper Series.
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  27. Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets. (1995). Wilson, Patrick ; Okunev, John .
    In: Working Paper Series.
    RePEc:uts:wpaper:47.

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  28. Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John .
    In: Working Paper Series.
    RePEc:uts:wpaper:42.

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