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Publications

by members of

Business School
University of Adelaide
Adelaide, Australia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2003

  1. Pat Wilson & Ralf Zurbruegg, 2003. "International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature," Working Paper Series 126, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Patrick Wilson & Ralf Zurbruegg, 2003. "Trends and Spectral Response: An Examination of the US Realty Market," Centre for International Economic Studies Working Papers 2003-15, University of Adelaide, Centre for International Economic Studies.
  3. Patrick Wilson & Ralf Zurbruegg, 2003. "Does it Pay to Diversify Real Estate Assets? - A Literary Perspective," Centre for International Economic Studies Working Papers 2003-13, University of Adelaide, Centre for International Economic Studies.

2002

  1. Pat Wilson & Ralf Zurbruegg & Richard Gerlach, 2002. "Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets," Working Paper Series 121, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

2001

  1. 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.

1999

  1. 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.

1998

  1. Pat Wilson & John Okunev & Tiffany Hutcheson, 1998. "Regime Switches in Property Market Risk Premiums: Some International Comparisons," Working Paper Series 80, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1996

  1. Pat Wilson & John Okunev, 1996. "Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets," Working Paper Series 62, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. John Okunev & Pat Wilson, 1996. "Fractional Co-Integration in Domestic and International Real Estate and Stock Markets," Working Paper Series 65, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1995

  1. 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, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Pat Wilson & P. DuPlessis, 1995. "Comparing and Contrasting Native Property Title Claims in South Africa and Australia," Working Paper Series 46, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. John Okunev & Pat Wilson, 1995. "Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets," Working Paper Series 47, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1994

  1. Pat Wilson & John Okunev & Guy Ta, 1994. "Are Real Estate and Securities Markets Integrated? Some Australian Evidence," Working Paper Series 42, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1993

  1. Pat Wilson, 1993. "Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price," Working Paper Series 33, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Pat Wilson, 1993. "Shared Information - Comparing Multilist and Franchise Operations," Working Paper Series 23, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Pat Wilson & Wayne Dwyer, 1993. "In Shared Information Services is Size Important?," Working Paper Series 24, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Dwyer, W. & Wilson, P.J., 1993. "Monocentricity and Its Application to the Sydney Housing Market," Papers e9302, Western Sydney - School of Business And Technology.

1992

  1. Pat Wilson, 1992. "Performance Differences Within the Market for Housing," Working Paper Series 18, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. 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.
  3. Wilson, P.J. & Dwyer, W., 1992. "Variations in Market Duration and Likelihood of Sale," Papers e9210, Western Sydney - School of Business And Technology.

Journal articles

2009

  1. Cheong, Chee Seng & Gerlach, Richard & Stevenson, Simon & Wilson, Patrick J. & Zurbruegg, Ralf, 2009. "Equity and fixed income markets as drivers of securitised real estate," Review of Financial Economics, Elsevier, vol. 18(2), pages 103-111, April.

2008

  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.

2007

  1. 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.
  2. Simon Stevenson & Patrick Wilson & Ralf Zurbruegg, 2007. "Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities," The European Journal of Finance, Taylor & Francis Journals, vol. 13(8), pages 705-715.

2006

  1. 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.
  2. 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.

2005

  1. 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.
  2. L.J. Perry & Patrick J. Wilson, 2005. "The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 8(1), pages 43-71, March.

2004

  1. 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.
  2. Patrick J. Wilson & L.J. Perry, 2004. "Forecasting Australian Unemployment Rates using Spectral Analysis," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 7(4), pages 459-480, December.

2003

  1. 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, Wiley Blackwell, vol. 42(4), pages 442-453, December.

2002

  1. 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.

2000

  1. 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.
  2. L.J. Perry & Patrick J. Wilson, 2000. "The Accord and strikes: an International perspective," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 4(4), pages 232-247, December.

1999

  1. 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.

1998

  1. 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.

1997

  1. 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.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.