Browsing 15 Commerce, Management, Tourism and Services by Author "Stevenson, S"

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Browsing 15 Commerce, Management, Tourism and Services by Author "Stevenson, S"

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  • Stevenson, S; Wilson, Patrick; Zurbruegg, Ralf (Routledge, 2007)
    This paper examines the sensitivity of real estate securities to changes in both market and central bank interest rates. It is commonly viewed that the traded real estate market is one of the industry sectors most ...
  • Cheong, Chee Seng; Gerlach, Richard; Stevenson, S; Wilson, Patrick; Zurbruegg, Ralf (Elsevier, 2009)
    This paper re-examines the sensitivity and importance of interest rates and stock market price behavior on securitised property by decomposing their long-run impact between transient and permanent effects. This is achieved ...
  • Wilson, Patrick; Stevenson, S; Zurbruegg, Ralf (Routledge (Taylor and Francis Group), 2007)
    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 ...