Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets

Journal of Real Estate Finance and Economics

Volumn 16, Issue 1, 1998, Pages 91-123

  Wilson, Patrick James ^a   Okunev, John ^a   Webb, James J ^b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b University of Technology ^*

Author keywords

Cointegration; Structural breaks; Unit roots

Indexed keywords

EID: 0032338489     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007741516833     Document Type: Article

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