SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Regime Changes in International Securitized Property Markets
16 references·0 citing·47 second hopsampled
Regime Changes in International Securitized Property Markets (2005)Regime Changes in International Securitiz…Investing in International Real Estate Stocks: A Review of the Literature (2003)Investing in International Re…International Real Estate Returns: A Multifactor, Multicountry Approach (2003)International Real Estate Ret…Regime Shifts in Asian Equity and Real Estate Markets (2002)Regime Shifts in Asian Equity…Diversification Benefits from Foreign Real Estate Investments (2002)Diversification Benefits from…Regime switching in stock market returns (1997)Regime switching in stock mar…An Analysis of the Real Interest Rate Under Regime Shifts (1996)An Analysis of the Real Inter…The Historical Performance of Real Estate Investment Trusts (1995)The Historical Performance of…Can the Markov switching model forecast exchange rates? (1994)Can the Markov switching mode…Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE (1993)MEAN AND VOLATILITY SPILLOVER…Business-Cycle Analysis With a Markov-Switching Model (1993)Business-Cycle Analysis With …What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market (1989)A Markov Model of Heteroskeda…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Regime Switches in Interest Rates (2002)Critical values for multiple structural change tests (2003)Forecasting: theory and practice (2022)Asset returns and inflation (1977)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Investor Psychology and Asset Pricing (2001)Investor psychology in capital markets: evidence and policy implications (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Empirical exchange rate models of the seventies (1983)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)The forward discount anomaly and the risk premium: A survey of recent evidence (1996)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Output Fluctuations in the United States: What Has Changed Since the Early 1980's? (2000)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient Capital Markets: II (1991)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Modeling the price dynamics of CO2 emission allowances (2008)Regime Changes and Financial Markets (2012)The Variation of Certain Speculative Prices (1963)The theory and practice of econometrics (1986)ARCH modeling in finance (1992)Asymmetric volatility transmission in international stock markets (1995)Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets (2011)Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)No news is good news (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The variation of certain speculative prices (1997)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Discrete Choice Methods with Simulation (2001)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Expected stock returns and volatility (1987)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Measuring Economic Policy Uncertainty* (2016)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,701 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,846 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 1996An Analysis of the Real Interest Rate Under Regime Shifts779 cited
  • 1989A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market647 cited
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1994Can the Markov switching model forecast exchange rates?415 cited
  • 1997Regime switching in stock market returns335 cited
  • 1993MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE313 cited
  • 1993Business-Cycle Analysis With a Markov-Switching Model213 cited
  • 2003International Real Estate Returns: A Multifactor, Multicountry Approach159 cited
  • 2003Investing in International Real Estate Stocks: A Review of the Literature121 cited
  • 1995The Historical Performance of Real Estate Investment Trusts117 cited
  • 2002Diversification Benefits from Foreign Real Estate Investments

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

108 cited
  • 2002Regime Shifts in Asian Equity and Real Estate Markets97 cited
  • Cited by

    No citing works inside the corpus for this window.