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Journal of Property Research Volume 16, 1999 - Issue 2
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Original Articles

The impact of economic and financial factors on UK property performance

Chris Brooks
&
Sotiris Tsolacos
Pages 139-152 | Published online: 07 Feb 2011

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Anthony Owusu-Ansah, Wilfred K. Anim-Odame & Samuel Azasu. (2021) Examination of the dynamics of house prices in urban Ghana. African Geographical Review 40:1, pages 76-91.
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Martin Hinch, Michael McCord & Stanley McGreal. (2019) LIBOR and interest rate spread: sensitivities of the Australian housing market. Pacific Rim Property Research Journal 25:1, pages 73-99.
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Jochen Hausler, Jessica Ruscheinsky & Marcel Lang. (2018) News-based sentiment analysis in real estate: a machine learning approach. Journal of Property Research 35:4, pages 344-371.
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Omokolade Akinsomi, Nikiwe Mkhabela & Marimo Taderera. (2018) The role of macro-economic indicators in explaining direct commercial real estate returns: evidence from South Africa. Journal of Property Research 35:1, pages 28-52.
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Jean-Christophe Delfim & Martin Hoesli. (2016) Risk factors of European non-listed real estate fund returns. Journal of Property Research 33:3, pages 190-213.
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Jo-Hui Chen, Ting-Tzu Chang, Chao-Rung Ho & John Francis Diaz. (2014) Grey Relational Analysis and Neural Network Forecasting of REIT returns. Quantitative Finance 14:11, pages 2033-2044.
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Z Chinzara & M J Aziakpono. (2009) Dynamic Returns Linkages and Volatility Transmission Between South African and World Major Stock Markets. Studies in Economics and Econometrics 33:3, pages 69-94.
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Eddie Chi‐man Hui & Ivan Ng. (2009) Price discovery of property markets in Shenzhen and Hong Kong. Construction Management and Economics 27:12, pages 1175-1196.
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AE Clark & T Daniel. (2006) Forecasting South African house prices. Investment Analysts Journal 35:64, pages 27-33.
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Kim Liow. (2004) Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective. Journal of Real Estate Portfolio Management 10:1, pages 47-57.
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John Benjamin, Stacy Sirmans & Emily Zietz. (2001) Returns and Risk on Real Estate and Other Investments: More Evidence. Journal of Real Estate Portfolio Management 7:3, pages 183-214.
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Cyprian Chwiałkowski, Adam Zydroń & Dariusz Kayzer. (2022) Assessing the Impact of Selected Attributes on Dwelling Prices Using Ordinary Least Squares Regression and Geographically Weighted Regression: A Case Study in Poznań, Poland. Land 12:1, pages 125.
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Saji Thazhungal Govindan Nair. (2021) On extreme value theory in the presence of technical trend: pre and post Covid-19 analysis of cryptocurrency markets. Journal of Financial Economic Policy 14:4, pages 533-561.
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Khamis Hamed Al-Yahyaee, Walid Mensi, Hee-Un Ko, Massimiliano Caporin & Sang Hoon Kang. (2020) Is the Korean housing market following Gangnam style?. Empirical Economics 61:4, pages 2041-2072.
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Augustina Chiwuzie & Daniel Ibrahim Dabara. (2021) Housing construction costs and house rents fluctuations in an emerging property market: the case of Osogbo, Nigeria. Property Management 39:4, pages 527-545.
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Nick Mansley, Tiffany Ching Man Tse & Zilong Wang. (2020) Risk classification of Asian real estate funds and their performance. Pacific-Basin Finance Journal 63, pages 101400.
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Nikolaos Papanikolaou. (2020) Markov-Switching Model of Family Income Quintile Shares. Atlantic Economic Journal 48:2, pages 207-222.
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Vasilios Plakandaras, Rangan Gupta, Constantinos Katrakilidis & Mark E. Wohar. (2018) Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data. Empirical Economics 58:5, pages 2249-2285.
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Richa Pandey & V. Mary Jessica. (2020) Determinants of Indian housing market: effects and counter-effects. Property Management 38:2, pages 199-218.
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Chris Brooks. 2019. Introductory Econometrics for Finance. Introductory Econometrics for Finance.
Nikolaos Antonakakis, Ioannis Chatziantoniou, Christos Floros & David Gabauer. (2018) The dynamic connectedness of UK regional property returns. Urban Studies 55:14, pages 3110-3134.
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Maher Asal. (2018) Long-run drivers and short-term dynamics of Swedish real house prices. International Journal of Housing Markets and Analysis 11:1, pages 45-72.
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Hong Zhang, Linjun Li, Eddie Chi-Man Hui & Vera Li. (2016) Comparisons of the relations between housing prices and the macroeconomy in China’s first-, second- and third-tier cities. Habitat International 57, pages 24-42.
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Harsh VardhanPankaj Sinha. (2016) Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models. Journal of Emerging Market Finance 15:1, pages 49-83.
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Nikolaos Antonakakis & Christos Floros. (2016) Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom. International Review of Financial Analysis 44, pages 111-122.
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Kim Hiang Liow, Xiaoxia Zhou & Qing Ye. (2015) Correlation Dynamics and Determinants in International Securitized Real Estate Markets. Real Estate Economics 43:3, pages 537-585.
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Prashant K. Das, Julia Freybote & Gianluca Marcato. (2014) An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. The Journal of Real Estate Finance and Economics 51:2, pages 160-189.
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Martin Hinch, Jim Berry, William McGreal & Terry Grissom. (2015) LIBOR, base rate spreads and the UK housing market. International Journal of Housing Markets and Analysis 8:1, pages 118-134.
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Axel Grossmann, Inessa Love & Alexei G. Orlov. (2014) The dynamics of exchange rate volatility: A panel VAR approach. Journal of International Financial Markets, Institutions and Money 33, pages 1-27.
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Ibrahim Fatnassi, Chaouachi Slim, Zied Ftiti & Abderrazek Ben Maatoug. (2014) Effects of monetary policy on the REIT returns: Evidence from the United Kingdom. Research in International Business and Finance 32, pages 15-26.
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Patrick Lecomte. (2014) Testing alternative models of property derivatives: the case of the City of London. Journal of Property Investment & Finance 32:2, pages 107-153.
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Ogonna Nneji, Chris Brooks & Charles W.R. Ward. (2013) House price dynamics and their reaction to macroeconomic changes. Economic Modelling 32, pages 172-178.
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Ranoua Bouchouicha & Zied Ftiti. (2012) Real estate markets and the macroeconomy: A dynamic coherence framework. Economic Modelling 29:5, pages 1820-1829.
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Camilo Serrano & Martin Hoesli. (2010) Fractional Cointegration Analysis of Securitized Real Estate. The Journal of Real Estate Finance and Economics 44:3, pages 319-338.
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Zivanemoyo Chinzara. (2011) MACROECONOMIC UNCERTAINTY AND CONDITIONAL STOCK MARKET VOLATILITY IN SOUTH AFRICA*. South African Journal of Economics 79:1, pages 27-49.
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Tracey West & Andrew C Worthington. (2006) Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns. Journal of Financial Management of Property and Construction 11:2, pages 105-116.
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Kim Hiang Liow, Muhammad Faishal Ibrahim & Qiong Huang. (2006) Macroeconomic risk influences on the property stock market. Journal of Property Investment & Finance 24:4, pages 295-323.
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Kim Hiang Liow & Qiong Huang. (2006) Interest rate risk and time‐varying excess returns for Asian property stocks. Journal of Property Investment & Finance 24:3, pages 188-210.
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Kim Hiang Liow & Haishan Yang. (2005) Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets. The Journal of Real Estate Finance and Economics 31:3, pages 283-300.
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Sotiris Tsolacos. (2006) The information content of the yield curve for predicting property performance. Briefings in Real Estate Finance 1:4, pages 331-347.
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Simon Stevenson. (2001) Evaluating the investment attributes and performance of property companies. Journal of Property Investment & Finance 19:3, pages 251-266.
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Colin Lizieri & Charles Ward. 2001. Return Distributions in Finance. Return Distributions in Finance 47 74 .
Tony McGough, Sotiris Tsolacos & Olli Olkkonen. (2000) The predictability of office property returns in Helsinki. Journal of Property Investment & Finance 18:6, pages 565-585.
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Chris Brooks, Sotiris Tsolacos & Stephen Lee. (2000) The cyclical relations between traded property stock prices and aggregate time‐series. Journal of Property Investment & Finance 18:6, pages 540-564.
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Chris Brooks & Sotiris Tsolacos. (2016) Forecasting Models of Retail Rents. Environment and Planning A: Economy and Space 32:10, pages 1825-1839.
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Xun Lei. (2017) The Value of Political Rhetoric to Stock Market: Evidence from the United States. SSRN Electronic Journal.
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Jean-Christophe Delfim & Martin Hoesli. (2016) Risk Factors of European Non-Listed Real Estate Fund Returns. SSRN Electronic Journal.
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Ismail Ojetunde. (2013) Revisiting the Interaction between the Nigerian Residential Property Market and the Macroeconomy. SSRN Electronic Journal.
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Ogonna Nneji, Chris Brooks & Charles W.R. Ward. (2012) House Price Dynamics and Their Reaction to Macroeconomic Changes. SSRN Electronic Journal.
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Tracey West & Andrew C. Worthington. (1999) The Usefulness of Economic Value-Added in the Australian Context. SSRN Electronic Journal.
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Nopphon Tangjitprom. (2011) Macroeconomic Factors of Emerging Stock Market: The Evidence from Thailand. SSRN Electronic Journal.
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Vitor Leone. (2010) From Property Companies to Real Estate Investment Trusts: The Impact of Economic and Property Factors in the UK Commercial Property Returns. SSRN Electronic Journal.
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Michael Sherris & David Sun. (2010) Risk Based Capital and Pricing for Reverse Mortgages Revisited. SSRN Electronic Journal.
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Camilo Serrano & Martin Hoesli. (2009) Fractional Cointegration Analysis of Securitized Real Estate. SSRN Electronic Journal.
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