This paper summarises the various findings of studies completed on the benefits of
international diversification using real estate stocks. With the increased availability of data …

The Asian region has become a focus of attention for investors in recent years. Due to the
strong economic performance of the region, the higher expected returns in the area …

This study examines the literature on the benefits of diversifying property assets
internationally. There is no consensus on how much benefit can be derived from the global …

As the real estate market becomes increasingly international, it is essential to understand
how specific national markets operate and relate to one another. The authors identify the …

This paper examines global diversification benefits provided by developed property markets
over 1992–2007. We employ a cointegration methodology, invariant to pair-wise …

This study utilizes direct real estate investment data over ten years (1990-1999 inclusive) for
five emerging economies (Thailand, Indonesia, Malaysia, China and the Philippines) and …

Purpose–The paper seeks to examine cycles and common cycles in the real estate markets
of the UK, Japan, Singapore, Hong Kong and Malaysia using a combination of time domain …

Whilst property has become a major global investment class beside shares and bonds,
listed property companies also take a higher exposure in the Asian stock markets compared …

The paper revisits the currency risk debate to ascertain the statistical significance of currency
risk on the return of international real property investment, especially in a period of …

The study examined the relationship between commercial property market and foreign
exchange markets in Nigeria from 2000 to 2010 with the aim of determining the effects of …