1. High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2024). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8.

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2. A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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3. High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2021). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina.
   In: Working Papers.
   RePEc:pre:wpaper:202159.

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4. New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810.

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5. An Analysis of the Relationships Between Domestic Real Estate Markets – A Systemic Approach. (2019). Olszewski, Krzysztof ; Krzysztof, Olszewski ; Justyna, Brzezicka ; Jacek, Aszek.
   In: Real Estate Management and Valuation.
   RePEc:vrs:remava:v:27:y:2019:i:1:p:79-91:n:8.

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6. On the global integration of REITs market returns: A multiresolution analysis. (2019). Owusu Junior, Peterson ; Omane-Adjepong, Maurice ; Ijasan, Kola ; Tweneboah, George.
   In: Cogent Economics & Finance.
   RePEc:taf:oaefxx:v:7:y:2019:i:1:p:1690211.

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7. Asset pricing, spatial linkages and contagion in real estate stocks. (2018). Milcheva, Stanimira ; Zhu, Bing.
   In: Journal of Property Research.
   RePEc:taf:jpropr:v:35:y:2018:i:4:p:271-295.

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8. Is there really any Contagion among Major Equity and Securitized Real Estate Markets? Analysis from a New Perspective. (2018). Kwan, KA.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-016-9580-1.

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9. Regime dependent volatilities and correlation in international securitized real estate markets. (2018). Liow, Kim ; Ye, Qing.
   In: Empirica.
   RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9368-4.

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10. The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods. (2016). Hatemi-J, Abdulnasser ; Al-Mohana, Safa.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0787.

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11. Are international securitized property markets converging or diverging?. (2016). Kwan, KA ; Chen, Jia.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:446:y:2016:i:c:p:1-10.

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12. Evidence of cross-asset contagion in U.S. markets. (2016). Cheng, Po-Ching ; Chang, Guang-Di .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:219-226.

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13. Speculative bubbles, financial crises and convergence in global real estate investment trusts. (2015). Milunovich, George ; Joyeux, Roselyne.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:27:p:2878-2898.

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14. Evidence of contagion in global REITs investment. (2014). Chang, Guang-Di ; Chen, Chia-Shih .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:31:y:2014:i:c:p:148-158.

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15. The global financial crisis: Is there any contagion between real estate and equity markets?. (2014). Hui, Eddie Chi-Man ; Chan, Ka Kwan Kevin, .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:405:y:2014:i:c:p:216-225.

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16. How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis. (2014). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Hatemi-J, Abdulnasser, ; Al-Shayeb, Abdulrahman.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:137-142.

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17. The European sovereign debt crisis: contagion across European real estate markets. (2013). Ka Kwan Kevin Chan, ; Eddie C. M. Hui, .
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:30:y:2013:i:2:p:87-102.

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18. Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis. (2013). Tse, Yiuman ; Williams, Michael ; Lu, Chiuling.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:2:p:293-318.

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19. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets. (2013). Hoesli, Martin ; Reka, Kustrim .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:1:p:1-35.

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20. Regional and global contagion in real estate investment trusts. (2013). Trueck, Stefan ; Milunovich, George.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:31:y:2013:i:1:p:53-77.

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21. Dynamic Correlations Among Asset Classes: REIT and Stock Returns. (2012). Yildirim, Yildiray ; Yang, Yawei ; Case, Bradford.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:3:p:298-318.

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22. Investigating the change of causality in emerging property markets during the financial tsunami. (2012). Chen, Jia ; Hui, Eddie C. M., .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:15:p:3951-3962.

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23. Interdependence and contagion in global asset markets. (2012). Bricco ('Gieck'), Jana ; Beirne, John.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121480.

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24. Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets. (2012). Liow, Kim.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:40:y:2012:i:1:p:97-129.

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25. U.S. Monetary Policy Surprises and International Securitized Real Estate Markets. (2011). Yang, Jian ; Xu, Pisun.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:459-490.

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26. Are Real Estate Markets Integrated with the World Market?. (2011). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, .
    In: Discussion Papers in Finance.
    RePEc:gri:fpaper:finance:201111.

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27. The spatial and temporal diffusion of house prices in the UK. (2011). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:69:y:2011:i:1:p:2-23.

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28. How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test. (2011). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Hatemi-J, Abdulnasser, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2560-2565.

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29. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets. (2011). Hoesli, Martin ; Reka, Kustrim .
    In: ERES.
    RePEc:arz:wpaper:eres2011_63.

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30. Spatial and Temporal Diffusion of House Prices in the UK. (2010). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4694.

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31. The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods. (2010). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, .
    In: Discussion Papers in Finance.
    RePEc:gri:fpaper:finance:201003.

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32. Spatial and Temporal Diffusion of House Prices in the UK. (2010). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2913.

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33. A New Class of Tests of Contagion With Applications. (2010). Tang, Chrismin ; Martin, Vance ; Fry-McKibbin, Renee.
    In: Journal of Business & Economic Statistics.
    RePEc:bes:jnlbes:v:28:i:3:y:2010:p:423-437.

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34. International Real Estate. (2008). Patterson, Gary A.
    In: World Scientific Book Chapters.
    RePEc:wsi:wschap:9789812770363_0007.

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35. Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH. (2008). Thorp, Susan ; Milunovich, George.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2008-11.

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36. Detecting shift and pure contagion in East Asian equity markets: A Unified Approach.. (2008). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n1890208.pdf.

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37. A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS. (2008). Tang, Chrismin ; Martin, Vance ; Fry-McKibbin, Renee.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2008-01.

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38. Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach. (2007). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp236.

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39. Correlation, Contagion, and Asian Evidence. (2006). Martin, Vance ; Fry-McKibbin, Renee.
    In: Asian Economic Papers.
    RePEc:tpr:asiaec:v:5:y:2006:i:2:p:32-72.

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40. Shift versus traditional contagion in Asian markets. (2006). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp176.

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42. Spatial and Temporal Diffusion of House Prices in the UK. (). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: Discussion Papers.
    RePEc:yor:yorken:09/32.

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1. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik.
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   RePEc:pra:mprapa:106684.

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2. US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2016-21.

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3. “Causality and Contagion in EMU Sovereign Debt Markets”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
   In: IREA Working Papers.
   RePEc:ira:wpaper:201403.

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4. News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector. (2014). Burns, Natasha ; Williams, Michael ; Bhanot, Karan ; Hunter, Delroy.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:38:y:2014:i:c:p:51-63.

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5. History of Credit Crisis as a Mirror: An International Perspective on the Impact of the Sub-Prime Crisis on the Performance of Investment and Commercial Banks. (2013). Lu, Yang-Cheng ; Chang, Shu-Lien ; Fang, Hao.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2013:i:4:p:67-81.

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6. Liquidity Shocks and Hedge Fund Contagion. (2011). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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   RePEc:ecl:ohidic:2011-12.

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7. The contagion effect: evidences from former Soviet Economies in Eastern Europe. (2010). KORKMAZ, Abdurrahman ; Insel, Aysu.
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   RePEc:pra:mprapa:24999.

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8. Sovereign Credit Ratings, Transparency and International Portfolio Flows. (2010). Parsley, David ; Gande, Amar.
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   RePEc:pra:mprapa:21118.

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9. CONTAGION OF FINANCIAL CRISES WITH SPECIAL EMPHASIS ON CEE ECONOMIES: A METAANALYSIS. (2010). PAAS, TIIU ; Kuusk, Andres .
   In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
   RePEc:mtk:febawb:66.

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10. Exchange Rate Flexibility across Financial Crises. (2010). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
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    RePEc:hal:wpaper:hal-00845254.

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11. Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis. (2010). Mendoza, juan ; Gomez-Gonzalez, Jose.
    In: Borradores de Economia.
    RePEc:col:000094:006726.

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12. Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis. (2010). Mendoza, juan ; Gomez-Gonzalez, Jose.
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13. Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets. (2009). Zhang, Xiaojing ; Sun, Tao.
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14. Time-varying correlations and optimal allocation in emerging market equities for the US investors. (2009). Jithendranathan, Thadavillil ; Cha, Heung-Joo .
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    RePEc:ijf:ijfiec:v:14:y:2009:i:2:p:172-187.

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15. Empirical evidence on jumps in the term structure of the US Treasury Market. (2009). Smith, L. Vanessa ; McKenzie, Michael ; Dungey, Mardi.
    In: Journal of Empirical Finance.
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16. Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements. (2009). Rahman, Dima.
    In: EconomiX Working Papers.
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17. Measuring Stock Market Contagion with an Application to the Sub-prime Crisis. (2009). Mierau, Jochen.
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18. The Dark Side of Global Integration: Increasing Tail Dependence. (2009). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel ; antonio. cosma@uni. lu, .
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19. The center and the periphery: The globalization of financial turmoil. (2008). Reinhart, Carmen ; Kaminsky, Graciela.
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20. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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21. The Dark Side of Global Integration: Increasing Tail Dependence. (2008). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel ; Antonio, Cosma ; Michel, Beine.
    In: DEM Discussion Paper Series.
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22. Extreme US stock market fluctuations in the wake of 9|11. (2008). Wolff, Christian ; Verschoor, Willem ; Straetmans, Stefan ; W. F. C. Verschoor, ; S. T. M. Straetmans, ; C. C. P. Wolff, .
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23. How Bad Must Conditions Be To Make Investors Flee?. (2008). Baur, Dirk.
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24. Contagion effects of the US Subprime Crisis on Developed Countries. (2008). Vieira, Isabel ; Horta, Paulo ; Mendes, Carlos .
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25. Correlation dynamics between Asia-Pacific, EU and US stock returns. (2007). Hyde, Stuart ; Bredin, Don ; Nguyen, Nghia.
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26. Banking System Stability. A Cross-Atlantic Perspective. (2007). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
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27. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun .
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28. Unravelling financial market linkages during crises. (2007). Martin, Vance.
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29. Financial contagion and tests using instrumental variables. (2007). Pick, Andreas.
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30. Identification and Estimation in an Incoherent Model of Contagion. (2007). Massacci, D..
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31. Extreme Coexceedances in New EU Member States’ Stock Markets. (2007). Ranaldo, Angelo ; Christiansen, Charlotte.
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32. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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33. The day-of-the-week effect in conditional correlation. (2006). Chandra, Mahendra.
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34. A Web Of Shocks: Crises Across Asian Real Estate Markets. (2006). Fry-McKibbin, Renee ; Bond, Shaun.
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35. Systemic Risk in the Dutch Financial Sector. (2006). .
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36. Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa. (2006). lucey, brian ; Lagoarde-Segot, Thomas ; Lagoarde-Ségot, Thomas.
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37. Cross-border bank contagion in Europe. (2006). Gropp, Reint ; lo Duca, Marco ; Vesala, Jukka.
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38. Selecting Copulas for Risk Management. (2006). Verbeek, Marno ; Kole, Erik ; Koedijk, Kees.
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39. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
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40. Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets. (2005). Lizieri, Colin ; Satchell, Stephen.
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41. Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations. (2005). Krahnen, Jan ; Franke, Günter.
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42. Banking System Stability: A Cross-Atlantic Perspective. (2005). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
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43. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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44. Banking system stability: a cross-Atlantic perspective. (2005). Hartmann, Philipp ; de Vries, Casper ; Straetmans, Stefan.
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45. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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46. European stock market dependencies when price changes are unusually large. (2004). Schich, Sebastian.
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47. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno.
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48. Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note.. (2004). Duck, Nigel W. ; Acker, Daniella.
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49. Measurement of contagion in banks equity prices. (2003). Gropp, Reint ; Moerman, Gerard .
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50. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
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