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International Real Estate Securities: A Test of Capital Markets Integration
3 references·5 citing·39 second hop
International Real Estate Securities: A Test of Capital Markets Integration (1999)International Real Estate Securities: A T…The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences (1998)The Predictability of Interna…The Effect of International Real Estate Securities on Portfolio Diversification (1998)The Effect of International R…Stock Market Valuation Indicators: Is This Time Different? (1996)Stock Market Valuation Indica…Evidence of contagion in global REITs investment (2014)Evidence of contagion in glob…Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis (2012)Returns transmission, value a…REITs and Correlations with Other Asset Classes: A European Perspective (2010)REITs and Correlations with O…Continental shift? An analysis of convergence trends in European real estate equities (2002)Continental shift? An analysi…The Long-Term Advantages to Incorporating Indirect Securities in Direct Real Estate Portfolios (2001)The Long-Term Advantages to I…Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Analysis of Financial Time Series (2005)Analysis of Financial Time Series (2006)Correlation structure and dynamics of international real estate securities markets: A network perspective (2015)Dynamic robust portfolio selection with copulas (2016)An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting (2021)An equilibrium model of the international capital market (1974)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions (2021)The Risk-Return Attributes of International Real Estate Equities (1991)Assessing Risk for International Real Estate Investments (1996)Does International Diversification Work Better for Real Estate than for Stocks and Bonds? (1996)Returns and Risk on Real Estate and Other Investments: More Evidence (2001)Securitized Real Estate and its Link with Financial Assets and Real Estate: An International Analysis (2007)Do Asian real estate companies add value to investment portfolio? (2009)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Business conditions and expected returns on stocks and bonds (1989)Commercial Real Estate Return Performance: A Cross-Country Analysis (2002)Diversification Benefits from Foreign Real Estate Investments (2002)Forecasting Real Estate Prices (2013)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)The emergence of Spanish REITs (2018)A Test of the Efficiency of a Given Portfolio (1989)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home bias and high turnover (1995)Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence (2022)Does industrial structure explain the benefits of international diversification? (1994)Heading for Divergence? Regional Growth in Europe Reconsidered* (1996)The Rise of Sector Effects in Major Equity Markets (2000)Monetary Integration and Real Estate Markets: The Impact of Euro on European Real Estate Equities (2006)Modelling Foreign Real Estate Investment: The Spanish Case (2008)The EU REIT and the Internal Market for Real Estate (2008)Understanding the Aggregate Book-to-Market Ratio (1999)What stock market returns to expect for the future? (2000)Will Valuation Ratios Revert to Historical Means? (2002)
this work references cited by second hop

References

  • 1998The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences117 cited
  • 1998The Effect of International Real Estate Securities on Portfolio Diversification67 cited
  • 1996Stock Market Valuation Indicators: Is This Time Different?60 cited

Cited by

  • 2012Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis31 cited
  • 2002Continental shift? An analysis of convergence trends in European real estate equities31 cited
  • 2014Evidence of contagion in global REITs investment30 cited
  • 2010REITs and Correlations with Other Asset Classes: A European Perspective30 cited
  • 2001The Long-Term Advantages to Incorporating Indirect Securities in Direct Real Estate Portfolios20 cited

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