IDEAS home Printed from https://ideas.repec.org/e/pwi66.html
   My authors  Follow this author

Patrick Wilson

Personal Details

First Name:Patrick
Middle Name:J
Last Name:Wilson
Suffix:
RePEc Short-ID:pwi66
http://datasearch.uts.edu.au/business/finance/staff/StaffDetails.cfm?UnitStaffId=95
46 Joseph Street Woonona, NSW, 2517 Australia
+61 2 42832593

Affiliation

Business School
University of Adelaide

Adelaide, Australia
http://business.adelaide.edu.au/
RePEc:edi:gsadeau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pat Wilson & Chee Seng Cheon Zurbruegg & Chee Seng Cheong & Ralf Zurbruegg, 2007. "The Performance and Long-Run Driving Forces of Securitised Property in the Australian and United Kingdom Markets," ERES eres2007_290, European Real Estate Society (ERES).
  2. Chee Cheong & Richard Gerlach & Simon Stevenson & Patrick Wilson & Ralf Zurbrugg, 2006. "Permanent And Transitory Drivers Of Securitised Real Estate," ERES eres2006_159, European Real Estate Society (ERES).
  3. Simon Stevenson & Pat Wilson & Ralf Zurbruegg, 2005. "Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities," ERES eres2005_323, European Real Estate Society (ERES).
  4. Patrick Wilson & Ralf Zurbruegg, 2004. "Volatility, Correlation and Returns Dynamics between the US and UK Securitised Real Estate Markets," ERES eres2004_233, European Real Estate Society (ERES).
  5. Perry, L. J. & Wilson, Patrick J., 2004. "Trends in work stoppages : a global perspective," ILO Working Papers 993742343402676, International Labour Organization.
  6. Patrick Wilson & Ralf Zurbruegg & David Michayluk, 2004. "Real Estate Markets," ERES eres2004_560, European Real Estate Society (ERES).
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Patrick J. Wilson & John Okunev & Patrick J. Wilson, 2000. "Enhancing Information Use To Improve Predictive Performance In Property Markets," ERES eres2000_123, European Real Estate Society (ERES).
  13. John Okunev & Patrick Wilson, 1999. "Modelling the Relationship between Real Estate Returns and the Business Cycle," ERES eres1999_170, European Real Estate Society (ERES).
  14. 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.
  15. John Okunev & Pat Wilson & Ralf Zurbrugg, 1999. "Using Non Linear Tests to Determine Whether Real Estate and Equity Markets are Cointegrated," ERES eres1999_157, European Real Estate Society (ERES).
  16. Patrick Wilson & John Okunev & David Higgins, 1999. "Forecasts in the Property Sector using Spectral Regression - a Moving Spectral Window Approach," ERES eres1999_155, European Real Estate Society (ERES).
  17. 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.
  18. Patrick Wilson & John Okunev, 1998. "Cyclical Patterns in Risk Premia Estimates for Securitised Property Markets: Some International Comparisons," ERES eres1998_127, European Real Estate Society (ERES).
  19. 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.
  20. Patrick J. Wilson & John Okunev, 1996. "Rolling and Recursive Tests of Stability on Market Integration - Consideration of Real Estate and Equity Markets," ERES eres1996_101, European Real Estate Society (ERES).
  21. 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.
  22. 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.
  23. Patrick J. Wilson & John Okunev & Guy Ta, 1995. "Measuring the Degree of Integration Amongst International Real Estate and Financial Asset Markets," ERES eres1995_187, European Real Estate Society (ERES).
  24. 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.
  25. 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.
  26. 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.
  27. Pat Wilson, 1993. "Shared Information - Comparing Multilist and Franchise Operations," Working Paper Series 23, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  28. Dwyer, W. & Wilson, P.J., 1993. "Monocentricity and Its Application to the Sydney Housing Market," Papers e9302, Western Sydney - School of Business And Technology.
  29. 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.
  30. 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.
  31. Pat Wilson, 1992. "Performance Differences Within the Market for Housing," Working Paper Series 18, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  32. Wilson, P.J. & Dwyer, W., 1992. "Variations in Market Duration and Likelihood of Sale," Papers e9210, Western Sydney - School of Business And Technology.
  33. 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.

Articles

  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.
  2. Patrick J. Wilson & Ralf Zurbruegg, 2008. "Big City Difference? Another Look at Factors Driving House Prices," Journal of Property Research, Taylor & Francis Journals, vol. 25(2), pages 157-177, November.
  3. John Okunev & Patrick J. Wilson, 2008. "Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation," International Real Estate Review, Global Social Science Institute, vol. 11(2), pages 32-46.
  4. 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.
  5. Craig Ellis & Patrick J. Wilson & Ralf Zurbruegg, 2007. "Real Estate ‘Value’ Stocks and International Diversification," Journal of Property Research, Taylor & Francis Journals, vol. 24(3), pages 265-287, September.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Patrick Wilson & Ralf Zurbruegg, 2003. "Common trends and spectral response: a case study on the US," Journal of Property Research, Taylor & Francis Journals, vol. 20(1), pages 1-22, January.
  12. 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.
  13. 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 181-192, April.
  14. 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 251-261, November.
  15. 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.
  16. 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.
  17. 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.
  18. 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, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Patrick J Wilson should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.