Information about:
Patrick J Wilson

Other registered authors

Email:
Homepage: http://datasearch.uts.edu.au/business/finance/staff/StaffDetails.cfm?UnitStaffId=95
Postal Address: PO Box 123 Broadway NSW 2007 Australia
Phone: +61 2 9514 7742

Affiliation

• School of Finance and Economics
  University of Technology

  Location: Sydney, Australia
  Homepage: http://www.business.uts.edu.au/finance/
  Email:
  Phone: +61 2 9514 7777
  Fax: +61 2 9514 7711
  Postal: PO Box 123, Broadway, NSW 2007
  Handle: RePEc:edi:sfutsau (registered authors at this institution)

Working papers

1. Pat Wilson & Ralf Zurbruegg, 2003. "International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature," Working Paper Series 126, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

2. Pat Wilson & Ralf Zurbruegg & Richard Gerlach, 2002. "Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets," Working Paper Series 121, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

3. Perry, L.J. & Wilson, P.J., 2001. "The Accord and Strikes: An International Perspective," Economics Working Papers wp01-03, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
   Published as:
   • L.J. Perry & Patrick J. Wilson, 2000. "The Accord and strikes: an International perspective," Australian Journal of Labour Economics (AJLE), The Centre for Labour Market Research (CLMR), Curtin Business School, vol. 4(4), pages 232-247, December.

4. Craig Ellis & Pat Wilson, 1999. "A Stochastic Approach to Modelling and Forecasting Dependent Time-Series," Research Paper Series 26, Quantitative Finance Research Centre, University of Technology, Sydney.

5. Pat Wilson & John Okunev & Tiffany Hutcheson, 1998. "Regime Switches in Property Market Risk Premiums: Some International Comparisons," Working Paper Series 80, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

6. John Okunev & Pat Wilson, 1996. "Fractional Co-Integration in Domestic and International Real Estate and Stock Markets," Working Paper Series 65, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

7. Pat Wilson & John Okunev, 1996. "Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets," Working Paper Series 62, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

8. John Okunev & Pat Wilson, 1995. "Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets," Working Paper Series 47, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

9. Pat Wilson & John Okunev & Guy Ta, 1995. "Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets," Working Paper Series 49, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

10. Pat Wilson & P. DuPlessis, 1995. "Comparing and Contrasting Native Property Title Claims in South Africa and Australia," Working Paper Series 46, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

11. Pat Wilson & John Okunev & Guy Ta, 1994. "Are Real Estate and Securities Markets Integrated? Some Australian Evidence," Working Paper Series 42, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

12. Pat Wilson, 1993. "Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price," Working Paper Series 33, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

13. Dwyer, W. & Wilson, P.J., 1993. "Monocentricity and Its Application to the Sydney Housing Market," Papers e9302, Western Sydney - School of Business And Technology.

14. Pat Wilson & Wayne Dwyer, 1993. "In Shared Information Services is Size Important?," Working Paper Series 24, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

15. Pat Wilson, 1993. "Shared Information - Comparing Multilist and Franchise Operations," Working Paper Series 23, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

16. Pat Wilson, 1992. "Performance Differences Within the Market for Housing," Working Paper Series 18, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

17. Wilson, P.J. & Dwyer, W., 1992. "Do the Smart Get Richer? Housing Market Patterns in Benefits to Sellers," Papers e9211, Western Sydney - School of Business And Technology.

18. Wilson, P.J. & Dwyer, W., 1992. "Variations in Market Duration and Likelihood of Sale," Papers e9210, Western Sydney - School of Business And Technology.

1. John Okunev & Patrick J. Wilson, 2008. "Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation," International Real Estate Review, Asian Real Estate Society, vol. 11(2), pages 32-46. [Downloadable!]

2. Patrick Wilson & Simon Stevenson & Ralf Zurbruegg, 2007. "Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 407-424, April. [Downloadable!] (restricted)

3. Simon Stevenson & Patrick Wilson & Ralf Zurbruegg, 2007. "Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities," European Journal of Finance, Taylor and Francis Journals, vol. 13(8), pages 705-715. [Downloadable!] (restricted)

4. David Michayluk & Patrick J. Wilson & Ralf Zurbruegg, 2006. "Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 34(1), pages 109-131, 03. [Downloadable!] (restricted)

5. Gerlach, Richard & Wilson, Patrick & Zurbruegg, Ralf, 2006. "Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 974-991, October. [Downloadable!] (restricted)

6. Craig Ellis & Patrick Wilson, 2005. "A stochastic approach to modelling the USD/AUD exchange rate: Implications for managing foreign exchange exposure," International Journal of Managerial Finance, Emerald Group Publishing, vol. 1(1), pages 36-48, January. [Downloadable!] (restricted)

7. Ellis, Craig & Wilson, Patrick, 2004. "Another look at the forecast performance of ARFIMA models," International Review of Financial Analysis, Elsevier, vol. 13(1), pages 63-81. [Downloadable!] (restricted)

8. Patrick J. Wilson & Richard Gerlach & Ralf Zurbruegg, 2003. "Potential Diversification Benefits In The Presence Of Unknown Structural Breaks: An Australian Case Study," Australian Economic Papers, Blackwell Publishing, vol. 42(4), pages 442-453, December. [Downloadable!] (restricted)

9. Okunev, John & Wilson, Patrick & Zurbruegg, Ralf, 2002. "Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(3), pages 181-92, April.

10. Okunev, John & Wilson, Patrick & Zurbruegg, Ralf, 2000. "The Causal Relationship between Real Estate and Stock Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 21(3), pages 251-61, November. [Downloadable!] (restricted)

11. Patrick J. Wilson & John Okunev, 1999. "Long-Term Dependencies and Long Run non-Periodic Co-Cycles: Real Estate and Stock Markets," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 257-278. [Downloadable!]

12. Wilson, Patrick James & Okunev, John & Webb, James J, 1998. "Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 16(1), pages 91-123, January. [Downloadable!] (restricted)

13. John Okunev & Patrick J. Wilson, 1997. "Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(3), pages 487-503. [Downloadable!] (restricted)

14. P.J. Wilson, 1978. "Bargaining power and location as factors in the determination of site values," Regional Studies, Taylor and Francis Journals, vol. 12(1), pages 21-47, February. [Downloadable!] (restricted)

1. No paper was announced in a field specific NEP report

This page was last updated on 2009-11-14.