메뉴 건너뛰기




Volumn 9, Issue 4, 2003, Pages 379-397

Can large economies drive international real estate markets?

Author keywords

Economic growth; Integration; International real estate markets

Indexed keywords


EID: 34248564327     PISSN: 14445921     EISSN: None     Source Type: Journal    
DOI: 10.1080/14445921.2003.11104149     Document Type: Article
Times cited : (4)

References (34)
  • 1
    • 0007962814 scopus 로고
    • The risk return attributes of international real estate equities
    • Asabere, P., Kleiman, R. and McGowan, C. (1991), "The risk return attributes of international real estate equities," Journal of Real Estate Research, Vol. 6, No. 2.
    • (1991) Journal of Real Estate Research , vol.6 , Issue.2
    • Asabere, P.1    Kleiman, R.2    McGowan, C.3
  • 4
    • 0006102090 scopus 로고    scopus 로고
    • Un-smoothing valuation based indices using multiple regimes
    • Chaplin, R. (1997), "Un-smoothing valuation based indices using multiple regimes," Journal of Property Research, Vol. 14, No. 3, 189-210.
    • (1997) Journal of Property Research , vol.14 , Issue.3 , pp. 189-210
    • Chaplin, R.1
  • 6
    • 0037526029 scopus 로고
    • Globalisation of real estate markets?
    • Hilton Head Island
    • Eichholtz, P. and Lie, R. (1995), "Globalisation of real estate markets?," 11th Annual ARES Conference, Hilton Head Island.
    • (1995) 11th Annual ARES Conference
    • Eichholtz, P.1    Lie, R.2
  • 7
    • 3543007522 scopus 로고    scopus 로고
    • Japan land prices: Explaining the boom-bust cycle
    • Mera, K. and Renaud, B. (ed.), New York: M.E. Sharpe
    • Edelstein, R. and Paul, J. (2000), "Japan land prices: explaining the boom-bust cycle," In: Mera, K. and Renaud, B. (ed.) Asia's Financial Crisis and the Role of Real Estate, New York: M. E. Sharpe.
    • (2000) Asia's Financial Crisis and the Role of Real Estate
    • Edelstein, R.1    Paul, J.2
  • 8
    • 0003350474 scopus 로고    scopus 로고
    • No contagion, only interdependence: Measuring stock market co-movements
    • Forbes, K. and Rigobon, R. (2002), "No contagion, only interdependence: measuring stock market co-movements," Journal of Finance, Vol. 57, No. 5, 2223-2261.
    • (2002) Journal of Finance , vol.57 , Issue.5 , pp. 2223-2261
    • Forbes, K.1    Rigobon, R.2
  • 11
    • 0008312427 scopus 로고    scopus 로고
    • Residual-based tests for co-integration in models with regime shifts
    • Gregory, A. and Hansen, B. (1996), "Residual-based tests for co-integration in models with regime shifts," Journal of Econometrics, Vol. 70, No. 1, 99-126.
    • (1996) Journal of Econometrics , vol.70 , Issue.1 , pp. 99-126
    • Gregory, A.1    Hansen, B.2
  • 12
    • 4043169227 scopus 로고    scopus 로고
    • Explaining co-integration analysis: Part II
    • University of Copenhagen, Institute of Economics
    • Hendry, D. and Juselius, K. (2000), "Explaining co-integration analysis: part II," Discussion Papers 00-20, University of Copenhagen, Institute of Economics.
    • (2000) Discussion Papers 00-20
    • Hendry, D.1    Juselius, K.2
  • 14
    • 0000296390 scopus 로고    scopus 로고
    • Co-integration analysis in the presence of structural breaks in the deterministic trend
    • Johansen, S., Mosconi, R. and Nielsen, B. (2000), "Co-integration analysis in the presence of structural breaks in the deterministic trend," Econometrics Journal, Vol. 3, 216-249.
    • (2000) Econometrics Journal , vol.3 , pp. 216-249
    • Johansen, S.1    Mosconi, R.2    Nielsen, B.3
  • 16
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of co-integration vectors in Gaussian vector autoregressive models
    • Johansen, S. (1991), "Estimation and hypothesis testing of co-integration vectors in Gaussian vector autoregressive models," Econometrica, Vol. 59, 1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 17
    • 0345510809 scopus 로고
    • Statistical analysis of co-integration vectors
    • Johansen, S. (1988), "Statistical analysis of co-integration vectors," Journal of Economic Dynamics and Control, Vol. 12, 231-254.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 231-254
    • Johansen, S.1
  • 18
    • 58149362602 scopus 로고
    • Do purchasing power parity and the uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model
    • Juselius, K. (1995), "Do purchasing power parity and the uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model," Journal of Econometrics, Vol. 69, 211-240.
    • (1995) Journal of Econometrics , vol.69 , pp. 211-240
    • Juselius, K.1
  • 19
    • 0036194286 scopus 로고    scopus 로고
    • Common trends and convergence? South East Asian equity markets, 1988-1999
    • Manning, N. (2002), "Common trends and convergence? South East Asian equity markets, 1988-1999," Journal of International Money and Finance, Vol. 21, No. 2, 183-202.
    • (2002) Journal of International Money and Finance , vol.21 , Issue.2 , pp. 183-202
    • Manning, N.1
  • 20
    • 0037526018 scopus 로고
    • Econometric modelling using co-integrated time series
    • Oxley, Les et al. Blackwell, Oxford
    • Muscatelli, V. and Stan Hurn S. (1995), "Econometric modelling using co-integrated time series," In: Oxley, Les et al. Surveys in Econometrics, Blackwell, Oxford.
    • (1995) Surveys in Econometrics
    • Muscatelli, V.1    Stan Hurn, S.2
  • 21
    • 0037526016 scopus 로고    scopus 로고
    • Stationarity and co-integration in systems with three national real estate indices
    • Myer, F., Chaudhry M. and Webb J. R. (1997), "Stationarity and co-integration in systems with three national real estate indices," Journal of Real Estate Research, Vol. 13, No. 3, 369-381.
    • (1997) Journal of Real Estate Research , vol.13 , Issue.3 , pp. 369-381
    • Myer, F.1    Chaudhry, M.2    Webb, J.R.3
  • 22
    • 0000132507 scopus 로고    scopus 로고
    • Capital market integration in the Pacific basin region: An impulse response analysis
    • Phylaktis, K. (1999), "Capital market integration in the Pacific basin region: an impulse response analysis," Journal of International Money and Finance, Vol. 18, No. 2, 267-287.
    • (1999) Journal of International Money and Finance , vol.18 , Issue.2 , pp. 267-287
    • Phylaktis, K.1
  • 23
    • 0033447844 scopus 로고    scopus 로고
    • Do real estate prices and stock prices move together? An international analysis
    • Quan, D. and Titman S. (1999), "Do real estate prices and stock prices move together? An international analysis," Real Estate Economics, Vol. 27, No. 2, 183-207.
    • (1999) Real Estate Economics , vol.27 , Issue.2 , pp. 183-207
    • Quan, D.1    Titman, S.2
  • 24
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz, G. (1978), "Estimating the dimension of a model," Annals of Statistics, Vol. 6, 461-464.
    • (1978) Annals of Statistics , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 27
    • 0038201385 scopus 로고    scopus 로고
    • The long diversification benefits available from investing across geographical regions and property type: Evidence from co-integration tests
    • Tarbert, H. (1998), "The long diversification benefits available from investing across geographical regions and property type: evidence from co-integration tests," Economic Modelling, Vol. 15, 49-65.
    • (1998) Economic Modelling , vol.15 , pp. 49-65
    • Tarbert, H.1
  • 28
    • 0030170758 scopus 로고    scopus 로고
    • The international transmission of information in Eurodollar futures markets: A continuously trading market hypothesis
    • Tse, Y., Lee, T-H. and Booth, G. (1996), "The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis," Journal of International Money and Finance, Vol. 15, No. 3, 447-465.
    • (1996) Journal of International Money and Finance , vol.15 , Issue.3 , pp. 447-465
    • Tse, Y.1    Lee, T.-H.2    Booth, G.3
  • 29
    • 84986047403 scopus 로고    scopus 로고
    • A spectral analysis of real estate and financial assets markets
    • Wilson, P. and Okunev, J. (1999), "A spectral analysis of real estate and financial assets markets," Journal of Property Investment and Finance, Vol. 17, No. 1, 61-74.
    • (1999) Journal of Property Investment and Finance , vol.17 , Issue.1 , pp. 61-74
    • Wilson, P.1    Okunev, J.2
  • 30
    • 0038540047 scopus 로고    scopus 로고
    • Structural breaks, diversification and international real estate markets-some new evidence
    • Wilson, P., and Zurbruegg, R. (2002), "Structural breaks, diversification and international real estate markets-some new evidence," Briefings in Real Estate Finance, Vol. 1, No. 4, 1-19.
    • (2002) Briefings in Real Estate Finance , vol.1 , Issue.4 , pp. 1-19
    • Wilson, P.1    Zurbruegg, R.2
  • 31
    • 0037476578 scopus 로고
    • Leverage and foreign investment in U.S. Real estate
    • Ziobrowski, A. and Boyd. J. (1991), "Leverage and foreign investment in U. S. real estate," Journal of Real Estate Research, Vol. 7, No. 1, 33-58.
    • (1991) Journal of Real Estate Research , vol.7 , Issue.1 , pp. 33-58
    • Ziobrowski, A.1    Boyd, J.2
  • 32
    • 0037526006 scopus 로고
    • Diversification benefits of U.S. Real estate to foreign investors
    • Ziobrowski, A. and Curcio, R. (1991), "Diversification benefits of U. S. real estate to foreign investors," Journal of Real Estate Research, Vol. 6.
    • (1991) Journal of Real Estate Research , vol.6
    • Ziobrowski, A.1    Curcio, R.2
  • 33
    • 0038490470 scopus 로고
    • Hedging foreign investments in U.S. Real estate with currency options
    • Ziobrowski, A. and Ziobrowski B. (1993), "Hedging foreign investments in U. S. real estate with currency options," Journal of Real Estate Research, Vol. 8, No. 1, 27-54.
    • (1993) Journal of Real Estate Research , vol.8 , Issue.1 , pp. 27-54
    • Ziobrowski, A.1    Ziobrowski, B.2
  • 34
    • 28444488750 scopus 로고
    • Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
    • Zivot, E. and Andrews D. (1992), "Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis," Journal of Business and Economic Statistics, Vol. 10, No. 3, 251-270.
    • (1992) Journal of Business and Economic Statistics , vol.10 , Issue.3 , pp. 251-270
    • Zivot, E.1    Andrews, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.