SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Linkages between international REITs: the role of economic factors
16 references·1 citing·47 second hopsampled
Linkages between international REITs: the role of economic factors (2012)Linkages between international REITs: the…Multivariate GARCH Models (2009)Multivariate GARCH ModelsMultivariate Modeling of Daily REIT Volatility (2006)Multivariate Modeling of Dail…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Dynamic stock market integration driven by the European Monetary Union: An empirical analysis (2005)Dynamic stock market integrat…Economic determinants of emerging stock market interdependence (2002)Economic determinants of emer…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…UNDERSTANDING OECD OUTPUT CORRELATIONS (2001)UNDERSTANDING OECD OUTPUT COR…Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Dynamic Conditional Correlati…Does International Diversification Work Better for Real Estate than for Stocks and Bonds? (1996)Does International Diversific…Price Discovery in American and British Property Markets (1995)Price Discovery in American a…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Asymmetric volatility transmission in international stock markets (1995)Asymmetric volatility transmi…Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison (1993)Return Properties of Equity R…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Speculative bubbles, financial crises and convergence in global real estate investment trusts (2015)Speculative bubbles, financia…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Asset returns and inflation (1977)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)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Expected stock returns and volatility (1987)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers (2015)COVID-19 and stock market volatility: An industry level analysis (2020)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Long-Term Global Market Correlations (2001)Modeling and Forecasting Realized Volatility (2001)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Evolution of international stock and bond market integration: Influence of the European Monetary Union (2005)Do market capitalization and stocks traded converge? New global evidence (2011)Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries (2012)Modelling Nonlinear Economic Time Series (2010)Crude oil hedging strategies using dynamic multivariate GARCH (2011)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
  • 1995Asymmetric volatility transmission in international stock markets728 cited
  • 2009Multivariate GARCH Models491 cited
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 2005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis346 cited
  • 1995Price Discovery in American and British Property Markets273 cited
  • 2002Economic determinants of emerging stock market interdependence213 cited
  • 1993Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison207 cited
  • 2006Multivariate Modeling of Daily REIT Volatility185 cited
  • 2001UNDERSTANDING OECD OUTPUT CORRELATIONS

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

183 cited
  • 1996Does International Diversification Work Better for Real Estate than for Stocks and Bonds?161 cited
  • Cited by

    • 2015Speculative bubbles, financial crises and convergence in global real estate investment trusts19 cited