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ARE THE GLOBAL REAL ESTATE MARKETS CONTAGIOUS?
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ARE THE GLOBAL REAL ESTATE MARKETS CONTAGIOUS? (2012)ARE THE GLOBAL REAL ESTATE MARKETS CONTAG…A New Class of Tests of Contagion With Applications (2010)A New Class of Tests of Conta…Unravelling financial market linkages during crises (2007)Unravelling financial market …Empirical modelling of contagion: a review of methodologies (2005)Empirical modelling of contag…The Asian flu and Russian virus: the international transmission of crises in firm-level data (2003)The Asian flu and Russian vir…A Primer on Financial Contagion (2003)A Primer on Financial Contagi…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Real Estate and the Asian Crisis (2001)Real Estate and the Asian Cri…The Causal Relationship Between Real Estate and Stock Markets (2000)The Causal Relationship Betwe…Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Do Real Estate Prices and Sto…Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets (1997)Using Nonlinear Tests to Exam…Linkages between direct and indirect property performance in Hong Kong (1996)Linkages between direct and i…Contagious Currency Crises: First Tests (1996)Contagious Currency Crises: F…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Bank Runs, Deposit Insurance, and Liquidity (1983)Rules, discretion and reputation in a model of monetary policy (1983)Contagion and Trade: Why Are Currency Crises Regional? 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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1996Contagious Currency Crises: First Tests847 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 2003A Primer on Financial Contagion696 cited
  • 2005Empirical modelling of contagion: a review of methodologies549 cited
  • 1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis294 cited
  • 2003The Asian flu and Russian virus: the international transmission of crises in firm-level data222 cited
  • 2007Unravelling financial market linkages during crises195 cited
  • 2010A New Class of Tests of Contagion With Applications193 cited
  • 2000The Causal Relationship Between Real Estate and Stock Markets168 cited
  • 1997Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets147 cited
  • 2001Real Estate and the Asian Crisis

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112 cited
  • 1996Linkages between direct and indirect property performance in Hong Kong86 cited
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