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, Time-series econometric models, Asset pricing,  Portfolio strategy, Globalization of capital markets, Financial contagion,  International finance, Macro aspects of financial markets and instruments,  Real estate investments, and the Housing market.

1.  Yunus, N. (2018).  Transmission of shocks  across global real estate and equity markets: An examination of the 2007-2008 housing crisis.  Applied Economics 50: 3899-3922.

2.  Yunus, N.  Dynamic linkages among U.S. real estate sectors before and after the housing crisis.  The Journal of Real Estate Finance and Economics, forthcoming First Online: 21 November 2017.

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

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

5. Yunus N. (2013).  Contagion in global equity markets: A recursive cointegration approach. Journal of Multinational Financial Management, 23:327-337.

6. Yunus, N. and P.E. Swanson. (2013). A closer look at the U.S. housing market: Modeling relationships among regions. Real Estate Economics, 41:542-568

7. Yunus, N.  (2013).  Dynamic interactions among property types: International evidence based on cointegration tests.   Journal of Property Investment and Finance, 31:135-159.

Yunus, N. and P.E. Swanson. (2012).  Changing integration of EMU public property markets. 
Journal of International Financial Markets Institutions and Money, 22:194-208.

9.  Yunus, N. (2012). Modeling relationships among securitized property markets, stock markets and macroeconomic variables. Journal of Real Estate Research, 34:127-156.  

10. 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, 45:1021-1044. 
 Yunus, N.  (2009). 
Increasing Convergence between U.S. and international securitized property markets: Evidence based on cointegration tests. 

12. Yunus N., and P.E. Swanson. (2007). Modelling linkages between US and Asia-pacific securitized property markets. Journal of Property Research, 24:95-122. 

13.  Time-varying attributes of commercial real estate indexes (preparing for submission) 
14.   Gold in multi-asset-class portfolios (preparing for submission).
15. Revisiting Chinese stock market efficiency (Writing results).

Work in Progress 
16.   A comparative analyses of alternative financial econometric models.
17. Portfolio performance of asset classes across different regimes.
18. Global stock market volatility across regimes.