Purpose ¿ Given the mixed findings in the literature, this paper aims to re-examine the relationship that the securitised property market has with both the fixed income and general stock markets in the UK and Australia ...

We construct synchronously priced indices of securitized property listed on the New York Stock Exchange and London Stock Exchange. The indices are then utilized to examine dynamic information flows between the two markets. ...

There is continuing interest in the inter-relationships among real estate markets. This includes research suggesting that international linkages in real estate market returns are partly driven by the inter-relatedness ...

This paper examines whether there was contagion from the Thai securitised real estate market to four other prominent Asia-Pacific property markets. Based on Forbes and Rigobon's methodology for calculating conditional ...

Isolating the important driving factors in property markets is of continuing interest to both property analysts and fund managers. Ascertaining permanent driving factors may be of interest to strategic asset allocation ...

This paper uses a structural time series approach to isolate stochastic trend and cyclical components across a system of securitized Asian property markets. For the purposes of understanding the degree of commonality and ...

In recent years there has been an increased interest in the extent to which managers can improve their property portfolio position through international diversification. Much of this interest has centred on the use of ...

Currently, there exists relatively little research on the influence that the 1997 Asian financial crisis has had upon capital flows within the property market and the associated long-run implications of it. This paper examines ...