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.

List of publications

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

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.  In progress.
  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. Spillover of macro-economic shocks across major MSAs.  In progress.