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Keywords: Equity
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Journal Articles
Information and volatility linkages between real estate, equity, bond and money markets in Australia
International Journal of Housing Markets and Analysis (2023) 16 (2): 292–317.
Published: 29 March 2022
...Justine Wang; Mark Tomlins; Piyush Tiwari Purpose The purpose of this paper is to examine information and volatility linkages among real estate, equity, bond and money markets in Australia. Design/methodology/approach A novel rational expectations framework of financial contagion (Kodres...
Journal Articles
International Journal of Housing Markets and Analysis (2023) 16 (1): 167–189.
Published: 04 February 2022
...Zulfiqar Ali Imran; Muhammad Ahad Purpose This study aims to compare the safe-haven properties of different asset markets such as gold, dollar, oil and disaggregated real estate sector (house, plot and residential) against equity returns in Pakistan over the monthly period of January 2011–December...
Journal Articles
International Journal of Housing Markets and Analysis (2020) 13 (4): 617–633.
Published: 07 February 2020
... to a conventional IZ and a baseline affordable market while achieving market efficiency and equity. The paper is limited to the marginal impact of new affordable houses entering the market. It does not address further market rounds for houses left empty for tractability purposes. Also, the analysis...
