-
1
-
-
0035373441
-
Asset price fluctuations in Taiwan: evidence from stock and real estate prices 1973 to 1992
-
Chen, N.-K. (2001), “Asset price fluctuations in Taiwan: evidence from stock and real estate prices 1973 to 1992”, Journal of Asian Economics, Vol. 12, pp. 215-35.
-
(2001)
Journal of Asian Economics
, vol.12
, pp. 215-235
-
-
Chen, N.-K.1
-
2
-
-
21344466714
-
Property shares, appraisals and the stock market: an international perspective
-
Eichholtz, P. and Hartzell, D. (1996), “Property shares, appraisals and the stock market: an international perspective”, Journal of Real Estate Finance and Economics, Vol. 12, pp. 163-78.
-
(1996)
Journal of Real Estate Finance and Economics
, vol.12
, pp. 163-178
-
-
Eichholtz, P.1
Hartzell, D.2
-
3
-
-
0037454932
-
The effects of macroeconomic shocks on sector-sector specific returns
-
Ewing, B.T., Forbes, S.M. and Payne, J.E. (2003), “The effects of macroeconomic shocks on sector-sector specific returns”, Applied Economics, Vol. 35 No. 2, pp. 201-7.
-
(2003)
Applied Economics
, vol.35
, Issue.2
, pp. 201-207
-
-
Ewing, B.T.1
Forbes, S.M.2
Payne, J.E.3
-
4
-
-
84981671425
-
Maximum likelihood estimation of cointegration vectors: an example of the Johansen procedure
-
Hall, S.G. (1989), “Maximum likelihood estimation of cointegration vectors: an example of the Johansen procedure”, Oxford Bulletin of Economics and Statistics, Vol. 51, pp. 213-8.
-
(1989)
Oxford Bulletin of Economics and Statistics
, vol.51
, pp. 213-218
-
-
Hall, S.G.1
-
5
-
-
0039923177
-
Real estate in the portfolio
-
in Fabozzi, F.J. (Ed.), Balliger, Cambridge, MA
-
Hartzell, D. (1986), “Real estate in the portfolio”, in Fabozzi, F.J. (Ed.), The Institutional Investor: Focus on Investment Management, Balliger, Cambridge, MA.
-
(1986)
The Institutional Investor: Focus on Investment Management
-
-
Hartzell, D.1
-
6
-
-
84983947160
-
Real estate returns: a comparison with other investments
-
Ibbotson, R. and Siegel, L. (1984), “Real estate returns: a comparison with other investments”, AREUEA Journal, Vol. 12, pp. 219-41.
-
(1984)
AREUEA Journal
, vol.12
, pp. 219-241
-
-
Ibbotson, R.1
Siegel, L.2
-
7
-
-
0345510809
-
Statistical analysis of cointegration vectors
-
Johansen, S. (1988), “Statistical analysis of cointegration vectors”, Journal of Economic Dynamics and Control, Vol. 12, pp. 231-54.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 231-254
-
-
Johansen, S.1
-
8
-
-
44049114825
-
Testing weak exogeneity and the order of cointegration in UK money demand data
-
Johansen, S. (1992), “Testing weak exogeneity and the order of cointegration in UK money demand data”, Journal of Policy Modeling, Vol. 14, pp. 313-34.
-
(1992)
Journal of Policy Modeling
, vol.14
, pp. 313-334
-
-
Johansen, S.1
-
9
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration: with applications to the demand for money
-
Johansen, S. and Juselius, K. (1990), “Maximum likelihood estimation and inference on cointegration: with applications to the demand for money”, Oxford Bulletin of Economics and Statistics, Vol. 52 No. 2, pp. 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, Issue.2
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
10
-
-
5044231643
-
Do stock prices affect house prices? Evidence for the Netherlands
-
Kakes, J. and Van Den End, J.W. (2004), “Do stock prices affect house prices? Evidence for the Netherlands”, Applied Economics Letters, Vol. 11, pp. 741-4.
-
(2004)
Applied Economics Letters
, vol.11
, pp. 741-744
-
-
Kakes, J.1
Van Den End, J.W.2
-
11
-
-
14844342166
-
Stock and real estate prices in Greece: Wealth versus ‘credit-price’ effect
-
Kapopoulos, P. and Siokis, F. (2005), “Stock and real estate prices in Greece: Wealth versus ‘credit-price’ effect”, Applied Economics Letters, Vol. 12, pp. 125-8.
-
(2005)
Applied Economics Letters
, vol.12
, pp. 125-128
-
-
Kapopoulos, P.1
Siokis, F.2
-
12
-
-
0001353625
-
Impulse response analysis in nonlinear multivariate models
-
Koop, G., Pesaran, M.H. and Potter, S.M. (1996), “Impulse response analysis in nonlinear multivariate models”, Journal of Econometrics, Vol. 74, pp. 119-47.
-
(1996)
Journal of Econometrics
, vol.74
, pp. 119-147
-
-
Koop, G.1
Pesaran, M.H.2
Potter, S.M.3
-
14
-
-
0032219575
-
Generalized impulse response analysis in linear multivariate models
-
Pesaran, M.H. and Shin, Y. (1998), “Generalized impulse response analysis in linear multivariate models”, Economics Letters, Vol. 58, pp. 17-29.
-
(1998)
Economics Letters
, vol.58
, pp. 17-29
-
-
Pesaran, M.H.1
Shin, Y.2
-
15
-
-
0035588799
-
Bounds testing approaches to the analysis of level relationship
-
Pesaran, M.H., Shin, Y. and Smith, R.J. (2001), “Bounds testing approaches to the analysis of level relationship”, Journal of Applied Econometrics, Vol. 16, pp. 289-326.
-
(2001)
Journal of Applied Econometrics
, vol.16
, pp. 289-326
-
-
Pesaran, M.H.1
Shin, Y.2
Smith, R.J.3
-
16
-
-
0033447844
-
Do real estate prices and stock prices move together? An international analysis
-
Quan, D.C. and Titman, S. (1999), “Do real estate prices and stock prices move together? An international analysis”, Real Estate Economics, Vol. 27 No. 2, pp. 183-207.
-
(1999)
Real Estate Economics
, vol.27
, Issue.2
, pp. 183-207
-
-
Quan, D.C.1
Titman, S.2
-
17
-
-
84981477914
-
Vector autoregressive models with unit roots and reduced rank structure: estimation, likelihood ratio test, and forecasting
-
Reinsel, G.C. and Ahn, S.K. (1992), “Vector autoregressive models with unit roots and reduced rank structure: estimation, likelihood ratio test, and forecasting”, Journal of Time Series Analysis, Vol. 13, pp. 353-75.
-
(1992)
Journal of Time Series Analysis
, vol.13
, pp. 353-375
-
-
Reinsel, G.C.1
Ahn, S.K.2
-
18
-
-
0033983113
-
Once only the sky was the limit: Bangkok's housing boom and the financial crisis in Thailand
-
Sheng, Y.K. and Kirinpanu, S. (2000), “Once only the sky was the limit: Bangkok's housing boom and the financial crisis in Thailand”, Housing Studies, Vol. 15 No. 1, pp. 11-27.
-
(2000)
Housing Studies
, vol.15
, Issue.1
, pp. 11-27
-
-
Sheng, Y.K.1
Kirinpanu, S.2
-
19
-
-
70749096792
-
Stock and real estate markets in Korea: wealth or credit-price effect
-
Sim, S.-H. and Chang, B.-K. (2006), “Stock and real estate markets in Korea: wealth or credit-price effect”, Journal of Economic Research, Vol. 11, pp. 99-122.
-
(2006)
Journal of Economic Research
, vol.11
, pp. 99-122
-
-
Sim, S.-H.1
Chang, B.-K.2
-
20
-
-
0001721508
-
Comparison of interwar and postwar business cycles: monetarism reconsidered
-
Sims, C. (1980), “Comparison of interwar and postwar business cycles: monetarism reconsidered”, American Economic Review: Papers and Proceedings, Vol. 70, pp. 250-7.
-
(1980)
American Economic Review: Papers and Proceedings
, vol.70
, pp. 250-257
-
-
Sims, C.1
-
21
-
-
84986083148
-
Asset prices and monetary policy transmission in Thailand
-
Bank of Thailand Discussion Paper, DP/01/2007.
-
Sriphayakand, A. and Vongsinsirikul, S. (2007), “Asset prices and monetary policy transmission in Thailand”, Bank of Thailand Discussion Paper, DP/01/2007.
-
(2007)
-
-
Sriphayakand, A.1
Vongsinsirikul, S.2
-
22
-
-
5044237604
-
Explaining changes in house prices
-
September
-
Sutton, G.D. (2002), “Explaining changes in house prices”, BIS Quarterly Review, September, pp. 46-55.
-
(2002)
BIS Quarterly Review
, pp. 46-55
-
-
Sutton, G.D.1
-
23
-
-
79959862506
-
International direct real estate investments as alternative portfolio assets for institutional investors: an evaluation
-
paper presented at the 1993 AREUEA Meetings, Anaheim, CA
-
Worzala, E. and Vandell, K. (1993), “International direct real estate investments as alternative portfolio assets for institutional investors: an evaluation”, paper presented at the 1993 AREUEA Meetings, Anaheim, CA.
-
(1993)
-
-
Worzala, E.1
Vandell, K.2
|