Nafeesa Yunus University of Baltimore PUBLICATIONS


“If we knew what it was we were doing,
it would not be called research, would it?”
Albert Einstein

Research Interests:

Financial econometrics, Globalization of capital markets, Financial contagion,  International finance, Macro aspects of financial markets and instruments,  International real estate investments, Portfolio strategy and the U.S. housing market.

List of publications & Revisions requested: 

1. Yunus N. and P. E. Swanson (2013). The Long-run Impact of Global Securitized Real Estate within the Global Equity Portfolio.
Applied Financial Economics
Revision requested. 

2. Yunus N. (2013).  Contagion in global equity markets. Journal of Multinational Financial Management, 23:327-337.

3. Yunus, N. and P.E. Swanson. (2013). A closer look at the U.S. housing market: Modeling relationships among regions. Real Estate Economics, 41:3

4. Yunus, N.  (2013).  Dynamic interactions among property types: International evidence based on cointegration tests.   Journal of Property Investment and Finance, 31:2.

Yunus, N. and P.E. Swanson. (2012).  Changing integration of EMU public property markets. 
Journal of International Financial Markets Institutions and Money, 22:1.

6.  Yunus, N. (2012). Modeling relationships among securitized property markets, stock markets and macroeconomic variables. Journal of Real Estate Research, 34:2.  

7. Yunus, N., Hansz, J.A. and P.K. Kennedy. (2012).  Dynamic interactions between private and public real estate markets: Some international evidence. Journal of Real Estate Finance and Economics, 45:4. 
 Yunus, N.  (2009). 
Increasing Convergence between U.S. and international securitized property markets: Evidence based on cointegration tests. 

9. Yunus N., and P.E. Swanson. (2007). Modelling linkages between US and Asia-pacific securitized property markets. Journal of Property Research, 24:2. 

List of manuscripts under review and selected works in progress

  1. Common stochastic trends in  emerging equity markets. In progress.
  2.  Analyzing  co-movements among states and cities. In progress.
  3.  Analyzing housing market dynamics.  In progress.
  4. Who leads Asian real estate markets? Japan, China or the US? Panel Evidence. [Embryonic stage].
  5. Modeling interactions among sectors. In progress.
  6. Reaction of stock prices to dividend shocks: A comparative analysis. In progress.
  7. Portfolio development  strategies for the long-run investor.  In progress.
  8. Convergence of real interest rates: A global perspective. In progress.
  9. Portfolio diversification benefits across emerging equity markets: Evidence based on regime switching models.  In progress.
  10. Long-run effect of the nicotine patch: Survey evidence. [Embryonic stage].
Research Awards: 

Dr. Yunus was the recipient of the Tigers Research grant in 2009, was awarded the Outstanding Research article award  in 2010,  received the REACH Research Grant in 2013 and  was awarded the Chase Manhattan Research Award by the Merrick School of Business in 2013