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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

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

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

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

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

International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries

Vo Xuan Vinh; Ellis, Craig - In: Emerging markets review 36 (2018), pp. 19-27

Persistent link: https://www.econbiz.de/10012114829

International Financial Integration : Stock Return Linkage and Volatility Transmission between Vietnam and Other Advanced Countries

Vo, Xuan Vinh - 2017

This paper investigates the interdependence between the Vietnamese stock market and other influential stock markets in terms of return linkage and volatility transmission covering the period including pre, during and post the 2008 Global Financial Crisis. A VAR model is used to estimate the...

Persistent link: https://www.econbiz.de/10012968438