In this study, we investigated the effects of geopolitical risk (GPR) on commodity future
returns by computing the conditional value at risk (CoVaR) and delta CoVaR using time …

In this study, we examine the network topology of UK regional property returns over the
period 1973Q4–2014Q4 using a dynamic measure of connectedness developed by Diebold …

Previous studies commonly use a linear framework to investigate the long-run equilibrium
relationship between the housing and stock markets. The linear approaches may not be …

Purpose This study examines the impact of the Russo-Ukrainian War on the commodity
markets of oil, wheat, and natural gas, in which these two countries play/have a dominant …

Previous studies have discovered the defensive characteristics of housing prices, which is
also known as downward price rigidity. This paper discusses whether this feature would …

The purpose of this study is to examine the house price volatility in three urban areas in
Malaysia. This empirical study covers a sample period of 9 years from 2005 Q1 to 2013 Q4 …

There is an intricate link between money supply and house prices. However, housing
markets have downward price rigidity, different supply elasticities, and changing market …

Purpose The purpose of this paper is to examine the impact of the Goods and Service Tax
(GST) implementation on Malaysian stock market index. Design/methodology/approach This …

Purpose The purpose of this paper is to examine whether the house prices in Finland share
financial characteristics with assets such as stocks. The studied regions are 15 main regions …

This paper analyzes the volatile behavior of index returns in the following Asian real estate
investment trust (REIT) markets: South Korea, Singapore, Japan, Taiwan, Hong Kong …