메뉴 건너뛰기




Volumn 3, Issue 3, 2007, Pages 287-305

Cycles and common cycles in real estate markets

Author keywords

Business cycles; Diversification; Real estate

Indexed keywords


EID: 34250866399     PISSN: 17439132     EISSN: None     Source Type: Journal    
DOI: 10.1108/17439130710756925     Document Type: Article
Times cited : (13)

References (17)
  • 1
    • 0037476528 scopus 로고    scopus 로고
    • International diversification of property stock - A Singaporean investor's viewpoint
    • Addae-Dapaah, K. and Choo, B. (1996), "International diversification of property stock - a Singaporean investor's viewpoint", Real Estate Finance, Vol. 13 No. 3, pp. 54-66.
    • (1996) Real Estate Finance , vol.13 , Issue.3 , pp. 54-66
    • Addae-Dapaah, K.1    Choo, B.2
  • 2
    • 0035560446 scopus 로고    scopus 로고
    • Cyclical relationship between commercial real estate and property stock prices
    • Brown, G. and Liow, K. (2001), "Cyclical relationship between commercial real estate and property stock prices", Journal of Property Research, Vol. 18 No. 4, pp. 309-20.
    • (2001) Journal of Property Research , vol.18 , Issue.4 , pp. 309-20
    • Brown, G.1    Liow, K.2
  • 3
    • 0347807516 scopus 로고    scopus 로고
    • International correlation structure of financial market movements - The evidence from the UK and the US
    • Cheng, A. (1998), "International correlation structure of financial market movements - the evidence from the UK and the US", Applied Financial Economics, Vol. 8, pp. 1-12.
    • (1998) Applied Financial Economics , vol.8 , pp. 1-12
    • Cheng, A.1
  • 4
    • 0038151874 scopus 로고    scopus 로고
    • Real estate securities and common stocks: A first international look
    • Eichholtz, P. (1997), "Real estate securities and common stocks: a first international look", Real Estate Finance, Vol. 14 No. 1, pp. 70-4.
    • (1997) Real Estate Finance , vol.14 , Issue.1 , pp. 70-4
    • Eichholtz, P.1
  • 7
    • 34250809562 scopus 로고    scopus 로고
    • The return and risk of emerging markets
    • Hu, J. and Mei, J. (1999), "The return and risk of emerging markets", Emerging Markets Quarterly, Vol. 3 No. 1, pp. 10-21.
    • (1999) Emerging Markets Quarterly , vol.3 , Issue.1 , pp. 10-21
    • Hu, J.1    Mei, J.2
  • 8
    • 34250833291 scopus 로고    scopus 로고
    • working paper, Department of Real Estate, National University of Singapore, Singapore
    • Liow, K. and Sim, M. (2005), "The risk and return of Asian real estate stocks", working paper, Department of Real Estate, National University of Singapore, Singapore.
    • (2005) The Risk and Return of Asian Real Estate Stocks
    • Liow, K.1    Sim, M.2
  • 9
    • 34249792752 scopus 로고    scopus 로고
    • working paper, National University of Singapore, Singapore, and Cleveland State University, Cleveland, OH
    • Liow, K. and Webb, J. (2005), "Common factors in international securitized property markets", working paper, National University of Singapore, Singapore, and Cleveland State University, Cleveland, OH.
    • (2005) Common Factors in International Securitized Property Markets
    • Liow, K.1    Webb, J.2
  • 10
    • 0347844034 scopus 로고    scopus 로고
    • The return distributions of property shares in emerging markets
    • Lu, K. and Mei, J. (1999), "The return distributions of property shares in emerging markets", Journal of Real Estate Portfolio Management, Vol. 5 No. 2, pp. 145-60.
    • (1999) Journal of Real Estate Portfolio Management , vol.5 , Issue.2 , pp. 145-60
    • Lu, K.1    Mei, J.2
  • 11
    • 0037476479 scopus 로고    scopus 로고
    • Real estate cycles and their strategic implications for investors and portfolio managers in the global economy
    • Phyrr, S., Roulac, S. and Born, W.L. (1999), "Real estate cycles and their strategic implications for investors and portfolio managers in the global economy", Journal of Real Estate Research, Vol. 18 No. 1, pp. 7-68.
    • (1999) Journal of Real Estate Research , vol.18 , Issue.1 , pp. 7-68
    • Phyrr, S.1    Roulac, S.2    Born, W.L.3
  • 13
    • 3543023280 scopus 로고    scopus 로고
    • A frequency domain analysis of common cycle in property and related sectors
    • Wang, P. (2003), "A frequency domain analysis of common cycle in property and related sectors", Journal of Real Estate Research, Vol. 25 No. 3, pp. 324-46.
    • (2003) Journal of Real Estate Research , vol.25 , Issue.3 , pp. 324-46
    • Wang, P.1
  • 14
    • 0037863651 scopus 로고    scopus 로고
    • Evidence of segmentation in domestic and international property market
    • Wilson, P. and Okunev, J. (1996), "Evidence of segmentation in domestic and international property market", Journal of Property Finance, Vol. 7 No. 4, pp. 61-74.
    • (1996) Journal of Property Finance , vol.7 , Issue.4 , pp. 61-74
    • Wilson, P.1    Okunev, J.2
  • 15
    • 84986047403 scopus 로고    scopus 로고
    • Spectral analysis of real estate and financial assets markets
    • Wilson, P. and Okunev, J. (1999a), "Spectral analysis of real estate and financial assets markets", Journal of Property Investment & Finance, Vol. 17 No. 1, pp. 61-74.
    • (1999) Journal of Property Investment & Finance , vol.17 , Issue.1 , pp. 61-74
    • Wilson, P.1    Okunev, J.2
  • 16
    • 2042517388 scopus 로고    scopus 로고
    • Long-term dependencies and long run non-periodic co-cycles: Real estate and stock markets
    • Wilson, P. and Okunev, J. (1999b), "Long-term dependencies and long run non-periodic co-cycles: real estate and stock markets", Journal of Real Estate Research, Vol. 18 No. 2, pp. 257-78.
    • (1999) Journal of Real Estate Research , vol.18 , Issue.2 , pp. 257-78
    • Wilson, P.1    Okunev, J.2
  • 17
    • 3543008711 scopus 로고    scopus 로고
    • The use of the HP-filter in constructing real estate cycle indicators
    • Witkiewicz, W. (2002), "The use of the HP-filter in constructing real estate cycle indicators", Journal of Real Estate Research, Vol. 23 No. 1, pp. 65-87.
    • (2002) Journal of Real Estate Research , vol.23 , Issue.1 , pp. 65-87
    • Witkiewicz, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.