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Details about Patrick Wilson

E-mail:
Homepage:http://datasearch.uts.edu.au/business/finance/staff/StaffDetails.cfm?UnitStaffId=95
Phone:+61 2 42832593
Postal address:46 Joseph Street Woonona, NSW, 2517 Australia
Workplace:Business School, University of Adelaide, (more information at EDIRC)

Access statistics for papers by Patrick Wilson.

Last updated 2020-11-04. Update your information in the RePEc Author Service.

Short-id: pwi66


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Working Papers

2007

  1. The Performance and Long-Run Driving Forces of Securitised Property in the Australian and United Kingdom Markets
    ERES, European Real Estate Society (ERES) Downloads

2006

  1. PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE
    ERES, European Real Estate Society (ERES) Downloads

2005

  1. Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities
    ERES, European Real Estate Society (ERES) Downloads View citations (1)
    See also Journal Article in The European Journal of Finance (2007)

2004

  1. Real Estate Markets
    ERES, European Real Estate Society (ERES) Downloads View citations (51)
  2. Trends in work stoppages: a global perspective
    ILO Working Papers, International Labour Organization Downloads View citations (3)
  3. Volatility, Correlation and Returns Dynamics between the US and UK Securitised Real Estate Markets
    ERES, European Real Estate Society (ERES) Downloads

2003

  1. Does it Pay to Diversify Real Estate Assets? - A Literary Perspective
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies Downloads View citations (2)
  2. International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (26)
  3. Trends and Spectral Response: An Examination of the US Realty Market
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies Downloads

2002

  1. Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia Pacific Real Estate Markets
    ERES, European Real Estate Society (ERES) Downloads
    Also in Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney (2002) Downloads

    See also Journal Article in Journal of International Money and Finance (2006)

2001

  1. The Accord and Strikes: An International Perspective
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia Downloads View citations (4)
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2000)

2000

  1. ENHANCING INFORMATION USE TO IMPROVE PREDICTIVE PERFORMANCE IN PROPERTY MARKETS
    ERES, European Real Estate Society (ERES) Downloads

1999

  1. A Stochastic Approach to Modelling and Forecasting Dependent Time-Series
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
  2. Forecasts in the Property Sector using Spectral Regression - a Moving Spectral Window Approach
    ERES, European Real Estate Society (ERES) Downloads
  3. Modelling the Relationship between Real Estate Returns and the Business Cycle
    ERES, European Real Estate Society (ERES) Downloads
  4. Using Non Linear Tests to Determine Whether Real Estate and Equity Markets are Cointegrated
    ERES, European Real Estate Society (ERES) Downloads

1998

  1. Cyclical Patterns in Risk Premia Estimates for Securitised Property Markets: Some International Comparisons
    ERES, European Real Estate Society (ERES) Downloads
  2. Regime Switches in Property Market Risk Premiums: Some International Comparisons
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)

1996

  1. Fractional Co-Integration in Domestic and International Real Estate and Stock Markets
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  2. Rolling and Recursive Tests of Stability on Market Integration - Consideration of Real Estate and Equity Markets
    ERES, European Real Estate Society (ERES) Downloads
  3. Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads

1995

  1. Comparing and Contrasting Native Property Title Claims in South Africa and Australia
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  2. Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)
  3. Measuring the Degree of Integration Amongst International Real Estate and Financial Asset Markets
    ERES, European Real Estate Society (ERES) Downloads
  4. Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (9)
    See also Journal Article in Real Estate Economics (1997)

1994

  1. Are Real Estate and Securities Markets Integrated? Some Australian Evidence
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (12)

1993

  1. Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  2. In Shared Information Services is Size Important?
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  3. Monocentricity and Its Application to the Sydney Housing Market
    Working Papers, Western Sydney - School of Business And Technology
  4. Shared Information - Comparing Multilist and Franchise Operations
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads

1992

  1. Do the Smart Get Richer? Housing Market Patterns in Benefits to Sellers
    Working Papers, Western Sydney - School of Business And Technology
  2. Performance Differences Within the Market for Housing
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  3. Variations in Market Duration and Likelihood of Sale
    Working Papers, Western Sydney - School of Business And Technology

Journal Articles

2009

  1. Equity and fixed income markets as drivers of securitised real estate
    Review of Financial Economics, 2009, 18, (2), 103-111 Downloads View citations (5)

2008

  1. Big City Difference? Another Look at Factors Driving House Prices
    Journal of Property Research, 2008, 25, (2), 157-177 Downloads View citations (2)
  2. Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation
    International Real Estate Review, 2008, 11, (2), 32-46 Downloads View citations (1)

2007

  1. Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities
    The European Journal of Finance, 2007, 13, (8), 705-715 Downloads View citations (11)
    See also Working Paper (2005)
  2. Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach
    The Journal of Real Estate Finance and Economics, 2007, 34, (3), 407-424 Downloads View citations (11)
  3. Real Estate ‘Value’ Stocks and International Diversification
    Journal of Property Research, 2007, 24, (3), 265-287 Downloads View citations (2)

2006

  1. Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets
    Journal of International Money and Finance, 2006, 25, (6), 974-991 Downloads View citations (54)
    See also Working Paper (2002)

2005

  1. The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003
    Australian Journal of Labour Economics (AJLE), 2005, 8, (1), 43-71

2004

  1. Another look at the forecast performance of ARFIMA models
    International Review of Financial Analysis, 2004, 13, (1), 63-81 Downloads View citations (6)
  2. Forecasting Australian Unemployment Rates using Spectral Analysis
    Australian Journal of Labour Economics (AJLE), 2004, 7, (4), 459-480 View citations (1)

2003

  1. Common trends and spectral response: a case study on the US
    Journal of Property Research, 2003, 20, (1), 1-22 Downloads View citations (4)
  2. Potential Diversification Benefits In The Presence Of Unknown Structural Breaks: An Australian Case Study
    Australian Economic Papers, 2003, 42, (4), 442-453 Downloads View citations (3)

2002

  1. Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency
    Journal of Forecasting, 2002, 21, (3), 181-92 View citations (26)

2000

  1. The Accord and strikes: an International perspective
    Australian Journal of Labour Economics (AJLE), 2000, 4, (4), 232-247 View citations (3)
    See also Working Paper (2001)
  2. The Causal Relationship between Real Estate and Stock Markets
    The Journal of Real Estate Finance and Economics, 2000, 21, (3), 251-61 Downloads View citations (69)

1999

  1. Long-Term Dependencies and Long Run non-Periodic Co-Cycles: Real Estate and Stock Markets
    Journal of Real Estate Research, 1999, 18, (2), 257-278 Downloads View citations (24)

1998

  1. Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets
    The Journal of Real Estate Finance and Economics, 1998, 16, (1), 91-123 Downloads View citations (8)

1997

  1. Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets
    Real Estate Economics, 1997, 25, (3), 487-503 Downloads View citations (91)
    See also Working Paper (1995)
 
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