Working & Research Papers

Part of the role of the Research Centre is to promote papers and work presented by members at academic conferences worldwide. Here we highlight the papers which have been published or presented recently.

Academic Papers

Stephen Lee (2021): Time-Varying Integration of REITs with Stocks: A Kalman Filter Approach, J. Published in the Journal of Real Estate Portfolio Management.

Nicole Lux , and Sotiris Tsolacos (2021), "Loan Characteristics as Predictors of Default in Commercial Mortgage Portfolios", International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 7(1), pages 1-4, 03-2021.

Skouralis, Alexandros (2021),"The role of systemic risk spillovers in the transmission of Euro Area monetary policy" European Systemic Risk Board (ESRB) Working paper No, 2021/129.

Alex Moss (2020): Is Financial regulation Good or Bad for Real Estate Companies? An Event Study. Published in The Journal of Real Estate Finance and Economics. Journal of Real Estate Finance and Economics, Volume 61, issue 3

Working papers

Current challenges in the global real estate sector - a masterclass by Alex Moss

In this video Alex Moss, Course Director for the MSc Global Finance and Director of the Real Estate Research Centre looks at how the global real estate sector has evolved , whether traditional assumptions still hold true, and how the concepts taught on both the Global Finance and Real Estate courses provide students with the ability to analyse and adapt to these changes.