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Fractional Co-Integration in D...
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Okunev, John
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Are real estate and securities markets integrated? : Some Australian evidence
Wilson, Patrick James
;
Okunev, John
;
Ta, Guy
-
1994
Persistent link: https://www.econbiz.de/10000970836
Saved in:
5
Using non-linear tests to examine integration between real estate and equity markets
Okunev, John
;
Wilson, Patrick James
-
1995
Persistent link: https://www.econbiz.de/10000948900
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Regime switches in property market risk premiums : some international comparisons
Wilson, Patrick James
;
Okunev, John
;
Hutcheson, Tiffany
-
1998
Persistent link: https://www.econbiz.de/10000994535
Saved in:
9
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
Saved in:
10
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
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