Browsing byAuthorWilson, PJ

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Issue DateTitleAuthor(s)
2009-01Equity and fixed income markets as drivers of securitised real estateCheong, C; Gerlach, R; Stevenson, S; Wilson, PJ; Zurbruegg, R
2009-01An analysis of the long-run impact of fixed income and equity market performance on Australian and UK securitised property marketsCheong, C; Wilson, PJ; Zurbruegg, R
2008-01Big City Difference? Another Look at Factors Driving House PricesWilson, PJ; Zurbruegg, R
2008-01The Long-Run Performance and Driving Forces of Securitised Listed PropertyCheong, C; Zurbruegg, R; Wilson, PJ; NA
2008-01Predictability of equity REIT returns: Implications for property tactical asset allocationOkunev, J; Wilson, PJ
2007-01Measuring Spillover Effects Across Asian Property StocksWilson, PJ; Stevenson, S; Zurbruegg, R
2007-01Long-Term Trends in USA Stoppages - An Unobserved Components ApproachPerry, LJ; Wilson, PJ
2007-01Assessing the Time-Varying Interest Rate Sensitivity of Real Estate SecuritiesStevenson, S; Wilson, PJ; Zurbruegg, R
2007-01Convergence of Work Stoppages: A Global PerspectivePerry, LJ; Wilson, PJ
2007-01Foreign Property Shocks and the Impact on Domestic Securitised Real Estate Markets: An Unobserved Components ApproachWilson, PJ; Stevenson, S; Zurbruegg, R
2007-01Real Estate 'Value' Stocks and International DiversificationEllis, C; Wilson, PJ; Zurbruegg, R
2006-03-01Asymmetric volatility, correlation and returns dynamics between the U.S. and U.K. securitized real estate marketsMichayluk, D; Wilson, PJ; Zurbruegg, R
2006-01Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate marketsGerlach, R; Wilson, PJ; Zurbruegg, R
2006-01Expert system portfolios of Australian and UK securitised property investmentsEllis, C; Wilson, PJ
2005-01A stochastic approach to modelling the USD/AUD exchange rate: Implications for managing foreign exchange exposureEllis, C; Wilson, PJ
2005-01The use of expert systems in property portfolio constructionEllis, C; Wilson, PJ; Daly, K; Valentine, T; Ellis, C; Vo, XV
2005-01Can a neural network property portfolio selection process outperform the property market?Ellis, C; Wilson, PJ
2005-01The decline of seasonality in Australian quarterly aggregate strike statistics: 1983-2003Perry, LJ; Wilson, PJ
2004-01Contagion or interdependence? Evidence from comovements in Asia-Pacific securitised real estate markets during the 1997 crisis.Wilson, PJ; Zurbruegg, R
2004-01Another look at the forecast performance of ARFIMA models.Ellis, C; Wilson, PJ