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International Diversification of Real Estate Assets: Is It Worth It? Evidence from the Literature
16 references·1 citing·44 second hop
International Diversification of Real Estate Assets: Is It Worth It? Evidence from the Literature (2003)International Diversification of Real Est…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Diversification Benefits from Foreign Real Estate Investments (2002)Diversification Benefits from…Global Real Estate Markets - Cycles and Fundamentals (2000)Global Real Estate Markets - …Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Do Real Estate Prices and Sto…Diversification Issues in Real Estate Investment (1999)Diversification Issues in Rea…The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences (1998)The Predictability of Interna…Crises in Developed and Emerging Stock Markets (1998)Crises in Developed and Emerg…Continental Factors in International Real Estate Returns (1998)Continental Factors in Intern…Does International Diversification Work Better for Real Estate than for Stocks and Bonds? (1996)Does International Diversific…Assessing Risk for International Real Estate Investments (1996)Assessing Risk for Internatio…Price Discovery in American and British Property Markets (1995)Price Discovery in American a…Smoothing in appraisal-based returns (1991)Smoothing in appraisal-based …Bias in Appraisal‐Based Returns (1989)Bias in Appraisal‐Based Retur…Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Refining the Analysis of Regi…Diversification Categories in Investment Real Estate (1986)Diversification Categories in…An Asymptotic χ2Test for the Equality of Two Correlation Matrices (1970)An Asymptotic χ2Test for the …Currency Risk Management Practices by Australian Listed Property Trusts (2007)Currency Risk Management Prac…The Nine Nations of North America (1983)Real Estate Returns: A Comparison with Other Investments (1984)House Price Indexes: Issues and Results (1991)Real estate portfolio diversification by property type and region (1995)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Asset returns and inflation (1977)Economic Forces and the Stock Market (1986)Returns and Risk on Real Estate and Other Investments: More Evidence (2001)Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value (2009)Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)International Evidence on Real Estate Securities as an Inflation Hedge (1997)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Permanent and Temporary Components of Stock Prices (1988)What Does the Stock Market Tell Us About Real Estate Returns? (1992)The Causal Relationship Between Real Estate and Stock Markets (2000)Asset market linkages: Evidence from financial, commodity and real estate assets (2010)Markets contagion during financial crisis: A regime-switching approach (2010)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Value indices of commercial real estate: A comparison of index construction methods (1994)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Statistical Inference in Factor Analysis (1956)Measurement in Cross-Cultural Psychology (1985)Long-Term Global Market Correlations (2001)An equilibrium model of the international capital market (1974)The Econometrics of Financial Markets (1997)Short-term reaction of stock markets in stressful circumstances (2003)Effect of exchange rate volatility on the Ghana Stock Exchange (2008)The Econometrics of Financial Markets (2012)An Index of Financial Stress for Canada (2021)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Aggregate Confusion: The Divergence of ESG Ratings (2019)Bank lending and commercial property cycles: Some cross-country evidence (2010)Investor Psychology and Asset Pricing (2001)Investor psychology in capital markets: evidence and policy implications (2002)Appraisal Smoothing and Price Discovery in Real Estate Markets (2003)
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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1991Smoothing in appraisal-based returns425 cited
  • 1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis294 cited
  • 1995Price Discovery in American and British Property Markets273 cited
  • 1986Diversification Categories in Investment Real Estate266 cited
  • 1970An Asymptotic χ2Test for the Equality of Two Correlation Matrices254 cited
  • 1996Does International Diversification Work Better for Real Estate than for Stocks and Bonds?161 cited
  • 1987Refining the Analysis of Regional Diversification for Income-Producing Real Estate155 cited
  • 1998Crises in Developed and Emerging Stock Markets151 cited
  • 1999Diversification Issues in Real Estate Investment140 cited
  • 1998Continental Factors in International Real Estate Returns127 cited
  • 1989Bias in Appraisal‐Based Returns121 cited
  • 1998The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences117 cited
  • 2000Global Real Estate Markets - Cycles and Fundamentals116 cited
  • 2002Diversification Benefits from Foreign Real Estate Investments

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108 cited
  • 1996Assessing Risk for International Real Estate Investments89 cited
  • Cited by

    • 2007Currency Risk Management Practices by Australian Listed Property Trusts11 cited