This document has not been cited yet.

1. Ajmi, N., Babalos, V., Economou, F., and Gupta, R., 2015. Real Estate Markets and Uncertainty Shocks: A Novel Variance Causality Approach. Frontiers in Finance and Economics, 12(2), pp. 56–85.
   Paper not yet in RePEc: Add citation now
   

2. Alqaralleh, H., and Canepa, A. (2020). Housing Market Cycles in Large Urban Areas. Economic Modelling, 92(C), pp. 257-267.

3. Alqaralleh, H., and Canepa, A. (2022). The role of precious metals in portfolio diversification during the Covid19 pandemic. Resources Policy, 75 (C), 102532.

4. Anoruo, E. and Braha, H., 2008. Housing and stock market returns: An application of GARCH enhanced VECM. The IUP Journal of Financial Economics, 32(2), pp.30-40.

5. Antonakakis, N. and Floros, C., 2016. Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom. International Review of Financial Analysis, 44, pp.111-122.

6. Antonakakis, N., André, C. and Gupta, R., 2016. Dynamic spillovers in the United States: stock market, housing, uncertainty, and the macroeconomy. Southern Economic Journal, 83(2), pp.609-624.

7. Antonakakis, N., Chatziantoniou, I. and Gabauer, D., 2020. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management, 13(84), pp.2-23.

8. Apergis, N. and Lambrinidis, L., 2011. More evidence on the relationship between the stock and the real estate market. Briefing Notes in Economics, 85.
   Paper not yet in RePEc: Add citation now
   

9. Badarinza, C. and Ramadorai, T., 2018. Home away from home? Foreign demand and London house prices. Journal of Financial Economics, 130(3), 532-555.

10. Bahmani-Oskooee, M. and Ghodsi, S.H., 2018. Asymmetric causality between the US housing market and its stock market: Evidence from state level data. The Journal of Economic Asymmetries, 18, p.e00095.

11. Bahmani-Oskooee, M. and Wu, T.P., 2018. Housing prices and real effective exchange rates in 18 OECD countries: a bootstrap multivariate panel Granger causality. Economic Analysis and Policy, 60, pp.119-126.

12. Baker, S.R, Bloom, N., and Davis, S.J., 2016. Measuring Economic Policy Uncertainty. The Quarterly Journal of Economics, 131(4), pp. 1593-1636.

13. Baker, S.R., Bloom, N., Canes-Wrone, B., Davis, S.J. and Rodden, J., 2014. Why has US policy uncertainty risen since 1960? American Economic Review, 104(5), pp.56-60.

14. Balcilar, M., Roubaud, D., Uzuner, G., Wohar, M. 2021. Housing sector and economic policy uncertainty: A GMM panel VAR approach. International Review of Economics and Finance. 76. 114-126.

15. Benhmad, F., 2013. “Bull or bear markets: A wavelet dynamic correlation perspective”. Economic Modelling, 32, 576-591.

16. Bloom, N., 2009. The impact of uncertainty shocks. Econometrica, 77(3), pp.623-685.

17. Bloomfield, D.S., McAteer, R.J., Lites, B.W., Judge, P.G., Mathioudakis, M. and Keenan, F.P., 2004. Wavelet phase coherence analysis: application to a quiet-sun magnetic element. The Astrophysical Journal, 617(1), p.623.
    Paper not yet in RePEc: Add citation now
    

18. Canepa, A., Chini, E.Z. and Alqaralleh, H., 2020. Global cities and local housing market cycles. The Journal of Real Estate Finance and Economics, 61(4), pp.671-697.

19. Capozza, D.R., P.H. Hendershott and Mack, C., 2004. An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets. Real Estate Economics, 32(1),1-32.

20. Chan, K.F., Treepongkaruna, S., Brooks, R. and Gray, S., 2011. Asset market linkages: Evidence from financial, commodity and real estate assets. Journal of Banking and Finance, 35(6), pp.1415-1426.

21. Chaney, T., Sraer, D. and Thesmar, D., 2012. The collateral channel: How real estate shocks affect corporate investment. American Economic Review, 102(6), pp.2381-2409.

22. Choi, S.Y., 2020. Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. Finance Research Letters, 37, p.101783.

23. Colombo, V., 2013. Economic Policy Uncertainty in the U.S.: Does it Matter for the Euro Area? Economics Letters, 121(1), pp. 39–42.

24. Cook, S., and Watson, D., 2016. A New Perspective on the Ripple Effect in the UK Housing Market Comovement, Cyclical Subsamples and Alternative Indices. Urban Studies, 53(14), pp. 3048-3062.
    Paper not yet in RePEc: Add citation now
    

25. Davis, M.A. and Heathcote, J., 2005. Housing and the business cycle. International Economic Review, 46(3), pp.751-784.

26. Demiralay, S., Kilincarslan, E., 2022. Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. Journal of Real Estate Financial Economics. https://doi.org/10.1007/s11146-022-09898-w Deng, Y., Girardin, E., Joyeux, R. and Shi, S., 2017. Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010? Pacific Economic Review, 22(3), pp.276-292.
    Paper not yet in RePEc: Add citation now
    

27. Diebold, F.X. and Yilmaz, K., 2012. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of forecasting, 28(1), pp.57-66.

28. El Montasser, G., Ajmi, A.N., Chang, T., Simo-Kengne, B.D, Andre, C., and Gupta, R., 2016. Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and House Prices. Journal of Housing Research, 25(2), pp 195-211.
    Paper not yet in RePEc: Add citation now
    
29. Favilukis, J., Ludvigson S.C., and Van Nieuwerburgh S., 2013. International Capital Flows and House Prices: Theory and Evidence", Chapter in NBER book: Housing and the Financial Crisis, Edward L. Glaeser and Todd Sinai, editors.
    Paper not yet in RePEc: Add citation now
    

30. Favilukis, J., Ludvigson S.C., and Van Nieuwerburgh S., 2017. "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium". Journal of Political Economy, 125(1), pp. 140-223.

31. Gençay, R., Selçuk, F., and Whitcher, B.J., 2001. An introduction to wavelets and other filtering methods in finance and economics. Elsevier.

32. Gilchrist, S., Sim, J., and Zakrajsek, E., 2011. Uncertainty, Financial Frictions and Investment Dynamics. NBER Working Paper No. 14863.
    Paper not yet in RePEc: Add citation now
    

33. Glaeser, E.L., Gyourko, J. and Saiz, A., 2008. Housing Supply and Housing Bubbles. Journal of Urban Economics, 64(2), pp.198-217.

34. Global Power City Index Yearbook (2021). MMF Institutes for Urban Strategies, The Mori Memorial Foundation.
    Paper not yet in RePEc: Add citation now
    

35. Goetzmann, W.N. and Ibbotson, R.G., 1990. The performance of real estate as an asset class. Journal of Applied Corporate Finance, 3(1), pp.65-76.

36. Grigoryeva, I. and Ley, D., 2019. The price ripple effect in the Vancouver housing market. Urban Geography, 40, pp. 1-23.
    Paper not yet in RePEc: Add citation now
    

37. Gupta, R. and Majumdar, A., 2015. Forecasting US real house price returns over 1831–2013: evidence from copula models. Applied Economics, 47(48), pp.5204-5213.

38. Iacoviello, M., 2005. House prices, borrowing constraints, and monetary policy in the business cycle. American economic review, 95(3), pp.739-764.

39. Jurado, K., Ludvigson, S.C. and Ng, S., 2015. Measuring uncertainty. American Economic Review, 105(3), pp.1177-1216.

40. Koop, G., Pesaran, M., Potter, S., 1996. Impulse response analysis in nonlinear multivariate models. Journal of Econometrics, 74 (1), 119–147.

41. Liow, K.H. and Yang, H., 2005. Long-term co-memories and short-run adjustment: securitized real estate and stock markets. The Journal of Real Estate Finance and Economics, 31(3), pp.283-300.

42. Liu, C.H., Hartzell, D.J., Greig, W. and Grissom, T.V., 1990. The integration of the real estate market and the stock market: some preliminary evidence. The Journal of Real Estate Finance and Economics, 3(3), pp.261-282.

43. Liu, Y.S. and Su, C.W., 2010. The relationship between the real estate and stock markets of China: evidence from a nonlinear model. Applied Financial Economics, 20(22), pp.1741-1749.

44. Lizieri, C. and Kutsch, N., 2006. Who Owns the City 2006: Office Ownership in the City of London Reading, University of Reading Business School and Development Securities plc.
    Paper not yet in RePEc: Add citation now
    

45. Lizieri, C. and Satchell, S., 1997. Interactions between property and equity markets: An investigation of linkages in the United Kingdom 1972–1992. The Journal of Real Estate Finance and Economics, 15(1), pp.11-26.

46. Lizieri, C., 2009. Real Estate Investment in Global Financial Centers: Risk, Return and Contagion. Henley Business School, Reading University, Real Estate & Planning Working Papers.

47. Meen, G., 1996. Spatial aggregation, spatial dependence and predictability in the UK housing market. Housing studies, 11(3), pp.345-372.
    Paper not yet in RePEc: Add citation now
    

48. Okunev, J., Wilson, P., and Zurbruegg, R., 2000. The Causal Relationship between Real Estate and Stock Markets. Journal of Real Estate Finance and Economics, 21, pp. 251-261.

49. Pal, D. and Mitra, S.K., 2019. Hedging bitcoin with other financial assets. Finance Research Letters, 30, pp.3036.

50. Pastor, L. and Veronesi, P., 2012. Uncertainty about Government Policy and Stock Prices. Journal of Finance, 64(4), pp. 1219–64.

51. Percival, D.B. and Walden, A.T., 2000. Wavelet methods for time series analysis (Vol. 4). Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
    

52. Pesaran, H. H., and Shin, Y., 1998. Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1), 17-29.

53. Sassen, S., 2003. Globalization or Denationalization?. Review of International Political Economy, 10(1), pp.1-22.
    Paper not yet in RePEc: Add citation now
    

54. Sharif, A., Aloui, C. and Yarovaya, L., 2020. COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. International Review of Financial Analysis, 70, p.101496.

55. Shirvani, S., Mirshab, B., and Delcoure, N., 2012. Stock Prices, Home Prices, and Private Consumption in the US: Some robust bilateral causality tests. Modern Economy, 3(2), pp. 45-149.
    Paper not yet in RePEc: Add citation now
    
56. Sim, S.H., and Chang, B.K. 2006. Stock and Real Estate Markets in Korea: Wealth or Credit-price Effect. Journal of Economic Research, 11, pp. 99-122.
    Paper not yet in RePEc: Add citation now
    
57. Stevenson, S., Akimov, A., Hutson, E., Krystalogianni, A., 2013. Concordance in Global Office Market Cycles. Regional Studies. 48, pp. 456-470.
    Paper not yet in RePEc: Add citation now
    

58. Su, C.W., 2011. Non-linear Causality between the Stock and Real Estate Markets of Western European Countries: Evidence from Rank Tests. Economic Modelling, 28(3), pp. 845–851.

59. Taltavull, P., de La Paz, A., Lopez, E., Juarez, F., 2017. Ripple Effect on Housing Prices. Evidence from Tourist Markets in Alicante, Spain. International Journal of Strategic Property Management, 21(1), pp.1-14.
    Paper not yet in RePEc: Add citation now
    
60. Torrence, C. and Webster, P.J., 1999. Interdecadal changes in the ENSO–monsoon system. Journal of climate, 12(8), pp.2679-2690.
    Paper not yet in RePEc: Add citation now
    

61. Tsai, I.C., Lee, C.F. and Chiang, M.C., 2012. The asymmetric wealth effect in the US housing and stock markets: evidence from the threshold cointegration model. The Journal of Real Estate Finance and Economics, Tsay, J.T., Lin, C.C. and Yang, J.T., 2018. Pricing Mortgage-Backed Securities-First Hitting Time Approach. International Real Estate Review, 21(4), pp.419-446.

1. The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang.
   In: Energy Economics.
   RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

   Full description at Econpapers || Download paper

2. Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach. (2025). Canepa, Alessandra ; Alqaralleh, Huthaifa Sameeh ; Muchova, Eva.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002596.

   Full description at Econpapers || Download paper

3. Hedging gas in a multi-frequency semiparametric CVaR portfolio. (2024). Balaban, Suzana ; Simi, Milica ; Ivkov, Dejan.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002751.

   Full description at Econpapers || Download paper

4. Correlation and spillover effects between the carbon market and Chinas stock market: Evidence from wavelet and quantile coherency network analysis. (2024). Xia, Xiao-Hua ; Wang, Zhili ; Kong, Shuning ; Sun, Luxi.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:1175-1196.

   Full description at Econpapers || Download paper

5. Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index. (2024). Sahoo, Satyaban.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006482.

   Full description at Econpapers || Download paper

6. Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations. (2024). Sarwar, Suleman ; Waheed, Rida ; Yuan, Qiong ; Morales, Lucia ; Aziz, Ghazala.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003246.

   Full description at Econpapers || Download paper

7. The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties. (2024). Alshammari, Saad ; Kaabia, Olfa ; Andriosopoulos, Kostas ; Si, Kamel ; Urom, Christian.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002825.

   Full description at Econpapers || Download paper

8. Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran.
   In: Energy Economics.
   RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

   Full description at Econpapers || Download paper

9. How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Mani, Slavica ; Gaji-Glamolija, Marina ; Ivkov, Dejan.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706.

   Full description at Econpapers || Download paper

10. A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035.

    Full description at Econpapers || Download paper

11. Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Canepa, Alessandra ; Alqaralleh, Huthaifa ; Chini, Emilio Zanetti.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202318.

    Full description at Econpapers || Download paper

12. Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Liu, Huiling ; Xue, Minggao ; Ye, Jing ; Lei, Heng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

    Full description at Econpapers || Download paper

13. Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

    Full description at Econpapers || Download paper

14. Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; Cunado, Juncal ; de Gracia, Fernando Perez.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

    Full description at Econpapers || Download paper

15. Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Chien-Chiang.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

    Full description at Econpapers || Download paper

16. Investor sentiments, economic policy uncertainty, US interest rates, and financial assets: Examining their interdependence over time. (2023). Kaabia, Olfa ; Oueslati, Karim ; Si, Kamel ; Obeid, Hassan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005524.

    Full description at Econpapers || Download paper

17. Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach. (2023). Canepa, Alessandra ; Alqaralleh, Huthaifa ; Uddin, Gazi Salah.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000736.

    Full description at Econpapers || Download paper

18. Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach. (2022). Uddin, Gazi ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202213.

    Full description at Econpapers || Download paper

19. Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression.. (2022). Uddin, Gazi ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202204.

    Full description at Econpapers || Download paper

20. Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market. (2022). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09802-4.

    Full description at Econpapers || Download paper

21. Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market.. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202011.

    Full description at Econpapers || Download paper

22. Are House Prices Driven by Capital Flows? Evidence from Singapore. (2016). Xie, Taojun ; Chow, Hwee Kwan.
    In: Journal of International Commerce, Economics and Policy (JICEP).
    RePEc:wsi:jicepx:v:07:y:2016:i:01:n:s179399331650006x.

    Full description at Econpapers || Download paper

23. Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries. (2016). Vizek, Maruška ; Posedel Šimović, Petra ; Njavro, Mato.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2016:y:2016:i:4:id:560:p:396-410.

    Full description at Econpapers || Download paper

24. Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries. (). Posedel, Petra ; Njavro, Mato ; Vizek, Maruka.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:preprint:id:560:p:1-15.

    Full description at Econpapers || Download paper

Report date: 2025-09-26 11:57:43 || Missing content? Let us know