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https://hdl.handle.net/2440/22986
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dc.contributor.author | Gerlach, R. | - |
dc.contributor.author | Wilson, P. | - |
dc.contributor.author | Zurbrugg, R. | - |
dc.date.issued | 2006 | - |
dc.identifier.citation | Journal of International Money and Finance: theoretical and empirical research in international economics and finance, 2006; 25(6):974-991 | - |
dc.identifier.issn | 0261-5606 | - |
dc.identifier.uri | http://hdl.handle.net/2440/22986 | - |
dc.description.abstract | Currently, there exists relatively little research on the influence that the 1997 Asian financial crisis has had upon capital flows within the property market and the associated long-run implications of it. This paper examines the impact that the crisis has had upon the integration and dynamic links between a number of Asia-Pacific real estate markets. The results show that Asia-Pacific property markets are integrated, despite a structural shift occurring at the time of the crisis. These results are a particularly important finding for fund managers concerned with the impact of globalization on the performance of their real estate portfolios, showing that in the Asia-Pacific region diversification benefits are actually less than that suggested by an analysis incorrectly ignoring the crisis. | - |
dc.description.statementofresponsibility | Richard Gerlach, Patrick Wilson and Ralf Zurbruegg | - |
dc.description.uri | http://www.elsevier.com/wps/find/journaldescription.cws_home/30443/description#description | - |
dc.language.iso | en | - |
dc.publisher | Elsevier Sci Ltd | - |
dc.source.uri | http://dx.doi.org/10.1016/j.jimonfin.2006.07.002 | - |
dc.subject | Unit-root hypothesis | - |
dc.subject | oil-price shock | - |
dc.subject | cointegration vectors | - |
dc.subject | regime shifts | - |
dc.subject | common trends | - |
dc.subject | great crash | - |
dc.subject | equity | - |
dc.subject | tests | - |
dc.subject | discovery | - |
dc.subject | models | - |
dc.title | Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets | - |
dc.type | Journal article | - |
dc.identifier.doi | 10.1016/j.jimonfin.2006.07.002 | - |
pubs.publication-status | Published | - |
dc.identifier.orcid | Zurbrugg, R. [0000-0002-8652-0028] | - |
Appears in Collections: | Aurora harvest 2 Business School publications |
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