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,  Real estate investments, Portfolio strategy and the Housing market.

1.  Yunus, N.  Dynamic linkages among U.S. real estate sectors before and after the housing crisis.  The Journal of Real Estate Finance and Economics, accepted.

2.  Yunus, N. (2016). Modeling interactions among the housing market and key U.S. sectors.   Journal  of Property Research  33:121-146.

3.  Yunus, N. (2015). Trends and convergence in global housing markets.  Journal of International Financial Markets Institutions and Money, 36:100-112. 

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

5. 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

6. 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.

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

9. 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. 

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

12.    Manuscript undergoing revision. 
13.  Time-varying attributes of commercial real estate indexes 

Work in Progress 
14.   A comparative analyses of alternative financial econometric models.
15. Revisiting Chinese stock market efficiency
16.   Gold in multi-asset-class portfolios.
17. Portfolio performance of asset classes across different regimes.