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How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis
16 references·0 citing·46 second hop
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis (2013)How integrated are real estate markets wi…Financial Spillovers to Emerging Markets During the Global Financial Crisis (2009)Financial Spillovers to Emerg…Financial Spillovers to Emerging Markets During the Global Financial Crisis (2009)Financial Spillovers to Emerg…Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2008)Credit Booms and Lending Stan…Money for Nothing and Checks for Free: Recent Developments in U.S. Subprime Mortgage Markets (2007)Money for Nothing and Checks …A Web Of Shocks: Crises Across Asian Real Estate Markets (2006)A Web Of Shocks: Crises Acros…Value Versus Growth (2003)Value Versus GrowthCommercial Real Estate Return Performance: A Cross-Country Analysis (2002)Commercial Real Estate Return…Commercial Real Estate Return Performance: A Cross-Country Analysis (2002)Commercial Real Estate Return…Why Real Estate? (2001)Why Real Estate?LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …What Triggers Market Jitters? A Chronicle of the Asian Crisis (1999)What Triggers Market Jitters?…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…The single family home in the investment portfolio (1993)The single family home in the…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Real Estate Finance (1985)Real Estate FinanceThe Great Crash* (1979)The Great Crash*Credit Cycles (1997)Chapter 12 Finance and Growth: Theory and Evidence (2005)Did Securitization Lead to Lax Screening? Evidence from Subprime Loans (2008)Liquidity and leverage (2008)Informed and Uninformed Investment in Housing: The Downside of Diversification (2011)Credit Supply and Housing Speculation (2018)Common risk factors in the returns on stocks and bonds (1993)Contrarian Investment, Extrapolation, and Risk (1994)A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts (2002)The Economic Value of Corporate Eco-Efficiency (2005)An empirical methodology for developing stockmarket trading systems using artificial neural networks (2008)Economic Forces and the Stock Market (1986)The Variation of Economic Risk Premiums (1991)The Global Determinants of Direct Office Real Estate Returns (2003)What Factors Determine International Real Estate Security Returns? (2004)International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Permanent and Temporary Components of Stock Prices (1988)Hedging Housing Risk (2002)Exploring Metropolitan Housing Price Volatility (2006)Housing satisfaction in medium- and high-cost housing: The case of Greater Kuala Lumpur, Malaysia (2011)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)Subprime Lending and Real Estate Prices (2010)Housing, Finance, and the Macroeconomy (2015)Impact of high speed rail on housing values: an observation from the Beijing–Shanghai line (2015)Understanding Recent Trends in House Prices and Home Ownership (2007)No Price Like Home: Global House Prices, 1870–2012 (2017)Extrapolation and bubbles (2018)What triggers market jitters? (1999)Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)The more contagion effect on emerging markets: The evidence of DCC-GARCH model (2012)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1979The Great Crash*571 cited
  • 1999What Triggers Market Jitters? A Chronicle of the Asian Crisis329 cited
  • 2008Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market326 cited
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  • 2003Value Versus Growth174 cited
  • 2002Commercial Real Estate Return Performance: A Cross-Country Analysis105 cited
  • 2007Money for Nothing and Checks for Free: Recent Developments in U.S. Subprime Mortgage Markets102 cited
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  • 2009Financial Spillovers to Emerging Markets During the Global Financial Crisis92 cited
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  • 2006

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A Web Of Shocks: Crises Across Asian Real Estate Markets
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