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subject:"United States"
subject:"Australia"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Volatilität"
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United States
Australia
Volatilität
Großbritannien
53
United Kingdom
53
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20
Immobilienfonds
19
Real estate fund
19
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17
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17
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14
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Brounen, Dirk
5
Eichholtz, Piet
5
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3
Patel, Kanak
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Zhou, Jian
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Cambridge-Maastricht Symposium <2, 2001, Cambridge>
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The journal of real estate finance and economics
Working paper / National Bureau of Economic Research, Inc.
220
Discussion paper / Centre for Economic Policy Research
111
Discussion paper series / IZA
98
NBER working paper series
80
Applied economics
74
Journal of international money and finance
66
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55
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54
Economics letters
44
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38
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38
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36
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35
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35
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34
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33
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32
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27
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27
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26
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25
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ECONIS (ZBW)
24
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1
Fractional integration and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
2
Modelling UK house prices with structural breaks and conditional variance analysis
Begiazi, Kyriaki
;
Katsiampa, Paraskevi
- In:
The journal of real estate finance and economics
58
(
2019
)
2
,
pp. 290-309
Persistent link: https://www.econbiz.de/10012151936
Saved in:
3
Stabilising house prices : the role of housing futures trading
Uluc, Arzu
- In:
The journal of real estate finance and economics
56
(
2018
)
4
,
pp. 587-621
Persistent link: https://www.econbiz.de/10012038825
Saved in:
4
Volatility spillovers, comovements and contagion in securitized real estate markets
Hoesli, Martin
;
Reka, Kustrim
- In:
The journal of real estate finance and economics
47
(
2013
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009767829
Saved in:
5
The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence
Fan, Gang-zhi
;
Huszár, Zsuzsa R.
;
Zhang, Weina
- In:
The journal of real estate finance and economics
46
(
2013
)
4
,
pp. 568-595
Persistent link: https://www.econbiz.de/10009750329
Saved in:
6
Tail dependence in international real estate securities markets
Zhou, Jian
;
Gao, Yanmin
- In:
The journal of real estate finance and economics
45
(
2012
)
1
,
pp. 128-151
Persistent link: https://www.econbiz.de/10009581759
Saved in:
7
Fractional cointegration analysis of securitized real estate
Serrano, Camilo
;
Hoesli, Martin
- In:
The journal of real estate finance and economics
44
(
2012
)
3
,
pp. 319-338
Persistent link: https://www.econbiz.de/10009540818
Saved in:
8
Multiscale analysis of international linkages of REIT returns and volatilities
Zhou, Jian
- In:
The journal of real estate finance and economics
45
(
2012
)
4
,
pp. 1062-1087
Persistent link: https://www.econbiz.de/10009689421
Saved in:
9
Dynamic interactions between private and public real estate markets : some international evidence
Yunus, Nafeesa
;
Hansz, J. Andrew
;
Kennedy, Paul J.
- In:
The journal of real estate finance and economics
45
(
2012
)
4
,
pp. 1021-1040
Persistent link: https://www.econbiz.de/10009689427
Saved in:
10
Multiple regimes and volatility transmission in securitized real estate markets
Liow, Kim Hiang
;
Chen, Zhiwei
;
Liu, Jingran
- In:
The journal of real estate finance and economics
42
(
2011
)
3
,
pp. 295-328
Persistent link: https://www.econbiz.de/10009303113
Saved in:
11
Calendar anomalies : the case of international property shares
Brounen, Dirk
;
Ben-Hamo, Yair
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 115-136
Persistent link: https://www.econbiz.de/10003810659
Saved in:
12
Fundamental real estate prices : an empirical estimation with international data
Hott, Christian
;
Monnin, Pierre
- In:
The journal of real estate finance and economics
36
(
2008
)
4
,
pp. 427-450
Persistent link: https://www.econbiz.de/10003733657
Saved in:
13
The inflation hedging characteristics of US and UK investments : a multi-factor error correction approach
Hoesli, Martin
;
Lizieri, Colin
;
MacGregor, Bryan D.
- In:
The journal of real estate finance and economics
36
(
2008
)
2
,
pp. 183-206
Persistent link: https://www.econbiz.de/10003621477
Saved in:
14
Foreign property shocks and the impact on domestic securitized real estate markets : an unobserved components approach
Wilson, Patrick James
;
Stevenson, Simon
;
Zurbruegg, Ralf
- In:
The journal of real estate finance and economics
34
(
2007
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10003491283
Saved in:
15
Trading intensity and real estate performance
Brounen, Dirk
;
Eichholtz, Piet
;
Ling, David C.
- In:
The journal of real estate finance and economics
35
(
2007
)
4
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003621350
Saved in:
16
Corporate focus and stock performance international evidence from listed property markets
Boer, Dick
;
Brounen, Dirk
;
Veld, Hans op't
- In:
The journal of real estate finance and economics
31
(
2005
)
3
,
pp. 263-281
Persistent link: https://www.econbiz.de/10003126009
Saved in:
17
Corporate real estate ownership implications : international performance evidence
Brounen, Dirk
;
Eichholtz, Piet
- In:
The journal of real estate finance and economics
30
(
2005
)
4
,
pp. 429-445
Persistent link: https://www.econbiz.de/10002893564
Saved in:
18
Development involvement and property share performance : international evidence
Brounen, Dirk
;
Eichholtz, Piet
- In:
The journal of real estate finance and economics
29
(
2004
)
1
,
pp. 79-97
Persistent link: https://www.econbiz.de/10002103276
Saved in:
19
Unsmoothing property returns : a revision to Fisher-Geltner-Webb's unsmoothing methodology
Cho, Hoon
;
Kawaguchi, Yuichiro
;
Shilling, James D.
- In:
The journal of real estate finance and economics
27
(
2003
)
3
,
pp. 393-405
Persistent link: https://www.econbiz.de/10001810033
Saved in:
20
Special issue: New directions : Cambridge-Maastricht Symposium 2001
Eichholtz, Piet
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001763231
Saved in:
21
The conditional distribution of real estate returns : are higher moments time varying?
Bond, Shaun A.
;
Patel, Kanak
- In:
The journal of real estate finance and economics
26
(
2003
)
2/3
,
pp. 319-339
Persistent link: https://www.econbiz.de/10001763264
Saved in:
22
Implied volatility in the UK commercial property market : empirical evidence based on transaction data
Patel, Kanak
;
Sing, Tien-foo
- In:
The journal of real estate finance and economics
20
(
2000
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10001486316
Saved in:
23
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
Saved in:
24
Property shares, appraisals and the stock market : an international perspective
Eichholtz, Piet
- In:
The journal of real estate finance and economics
12
(
1996
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001201436
Saved in:
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