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The impact of economic and financial factors on UK property performance

Citations

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Cited by:

  1. Colin Lizieri & Stephen Satchell & Qi Zhang, 2007. "The Underlying Return‐Generating Factors for REIT Returns: An Application of Independent Component Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(4), pages 569-598, December.
  2. Tracey West & Andrew C. Worthington, 2003. "Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns: A comparative analysis using GARCH-M," School of Economics and Finance Discussion Papers and Working Papers Series 160, School of Economics and Finance, Queensland University of Technology.
  3. Kim Hiang Liow, 2006. "Dynamic relationship between stock and property markets," Applied Financial Economics, Taylor & Francis Journals, vol. 16(5), pages 371-376.
  4. Saji Thazhungal Govindan Nair, 2021. "On extreme value theory in the presence of technical trend: pre and post Covid-19 analysis of cryptocurrency markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(4), pages 533-561, December.
  5. Ronald MacDonald & Xuxin Mao, "undated". "An Alternative way of predicting the putcome of the Scottish Independence Referendum: the information in the Ether," Working Papers 2015_05, Business School - Economics, University of Glasgow.
  6. Muktar Babatunde Wahab & Wasiu Ayobami Durosinmi & Matthew Mamman & Dodo Usman Zakari & Adetoye Sulaiman Adepoju, 2021. "Macroeconomic Dynamics in Real Estate Market amid Covid-19 Pandemic in Abuja, Nigeria," AfRES 2021-002, African Real Estate Society (AfRES).
  7. Gary John Rangel & Jason Wei Jian Ng, 2017. "Macroeconomic Drivers of Singapore Private Residential Prices: A Markov-Switching Approach," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 15-31.
  8. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020. "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, vol. 58(5), pages 2249-2285, May.
  9. Oatlhotse Madito & Nicholas M. Odhiambo, 2018. "The Main Determinants Of Inflation In South Africa: An Empirical Investigation," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 9(2).
  10. Antonakakis, Nikolaos & Floros, Christos, 2016. "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 111-122.
  11. Prashant Das & Julia Freybote & Gianluca Marcato, 2015. "An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market," The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 160-189, August.
  12. Colin Lizieri & Charles Ward, 2000. "Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence," Real Estate & Planning Working Papers rep-wp2000-01, Henley Business School, University of Reading.
  13. Ronald MacDonald & Xuxin Mao, 2015. "An Alternative way of Predicting the Outcome of the Scottish Independence Referendum: The Information in the Ether," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-69, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  14. Nopphon Tangjitprom, 2012. "Macroeconomic Factors of Emerging Stock Market: The Evidence from Thailand," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(2), pages 105-114, April.
  15. Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R., 2013. "House price dynamics and their reaction to macroeconomic changes," Economic Modelling, Elsevier, vol. 32(C), pages 172-178.
  16. Grossmann, Axel & Love, Inessa & Orlov, Alexei G., 2014. "The dynamics of exchange rate volatility: A panel VAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 1-27.
  17. Nikolaos Antonakakis & Ioannis Chatziantoniou & Christos Floros & David Gabauer, 2018. "The dynamic connectedness of UK regional property returns," Urban Studies, Urban Studies Journal Limited, vol. 55(14), pages 3110-3134, November.
  18. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
  19. Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
  20. Kim Liow & Haishan Yang, 2005. "Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 31(3), pages 283-300, November.
  21. Camilo Serrano & Martin Hoesli, 2012. "Fractional Cointegration Analysis of Securitized Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 319-338, April.
  22. Abbas Ghulam & Bhowmik Roni & Koju Laxmi & Wang Shouyang, 2017. "Cointegration and Causality Relationship Between Stock Market, Money Market and Foreign Exchange Market in Pakistan," Journal of Systems Science and Information, De Gruyter, vol. 5(1), pages 1-20, February.
  23. Tsong-Yue Lai & Hin Man Mak & Ko Wang, 2001. "Asset Pricing Model with Short-Sale Restrictions: The Case of Asian Property Markets," International Real Estate Review, Global Social Science Institute, vol. 4(1), pages 43-56.
  24. Harsh Vardhan & Pankaj Sinha, 2016. "Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(1), pages 49-83, April.
  25. Hu, Xiaoyu, 2022. "Exploring How Macroeconomic Factors Affect REITs and Evaluating Its Downside Risk – Empirical Evidence From China and the US," Junior Management Science (JUMS), Junior Management Science e. V., vol. 7(4), pages 874-898.
  26. Kim Hiang Liow & Xiaoxia Zhou & Qing Ye, 2015. "Correlation Dynamics and Determinants in International Securitized Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(3), pages 537-585, September.
  27. Kim Hiang Liow, 2000. "The dynamics of the Singapore commercial property market," Journal of Property Research, Taylor & Francis Journals, vol. 17(4), pages 279-291.
  28. Nikolaos Papanikolaou, 2020. "Markov-Switching Model of Family Income Quintile Shares," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(2), pages 207-222, June.
  29. Esta Lestari, 2010. "Volatility Spillover Effects in East Asian Capital Markets: A Case Study of the Real Estate Sectors," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 58, pages 57-82, April.
  30. Mansley, Nick & Tse, Tiffany Ching Man & Wang, Zilong, 2020. "Risk classification of Asian real estate funds and their performance," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
  31. Cyprian Chwiałkowski & Adam Zydroń & Dariusz Kayzer, 2022. "Assessing the Impact of Selected Attributes on Dwelling Prices Using Ordinary Least Squares Regression and Geographically Weighted Regression: A Case Study in Poznań, Poland," Land, MDPI, vol. 12(1), pages 1-20, December.
  32. Hao Tan & John A. Mathews, 2007. "Cyclical Dynamics in Three Industries," DRUID Working Papers 07-07, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  33. Chris Brooks & Sotiris Tsolacos, 2001. "International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks," ICMA Centre Discussion Papers in Finance icma-dp2001-08, Henley Business School, University of Reading.
  34. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
  35. F Chorley & C Liu, 2021. "Does UK social housing affect housing prices and economic growth? An application of the ARDL model," Economic Issues Journal Articles, Economic Issues, vol. 26(1), pages 21-43, March.
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