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.
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
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 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.
Does flood risk affect property prices? by Alexandros Skouralis, Nicole Lux and Mark Andrew
Identifying a set of general equity style and factor guidelines for listed real estate, by Alex Moss
Sector and Regional Dispersion in the UK, by Stephen Lee
Core real estate as an inflation hedge … Just not all of the time, by Kieran Farrelly and Alex Moss
Leasehold Reform Proposals in England and Wales: The unconsidered financial implications of reducing the premium in lease extensions, by Mark Andrew and James Culley
Exploring the long-term historical performance of the UK listed real estate sector, by Steven Devaney and Alex Moss
Correlation and Partial Correlation REIT Portfolios, by Stephen Lee
The risk-return characteristics of UK private real estate fund secondaries transactions indices, by Kieran Farrelly and Alex Moss