Nafeesa Yunus  

Research Interests:

Financial econometrics, Time-series econometric models, Asset pricing,  Financial contagion,  International finance, Portfolio strategy, Globalization of capital markets, Real estate investments, and the Housing market.   Click on my CV to learn more about my teaching, research and service activities. 

Publications:

1.  Yunus, N. (2025).  Effects of oil shocks on global securitized real estate markets. Finance Research Letters, 80:106871 forthcoming.

2.  Yunus, N. (2023).  Co-movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. International Review of Finance, 23:393-436.

3.  Yunus, N.  (2023). Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies.  The Quarterly Review of Economics and Finance, 90:211-232. 

4.  Yunus, N.  (2020). Time-varying linkages among gold, stock, bond and real estate. The Quarterly Review of Economics and Finance,  77:165-185.

5.   Yunus, N. (2020). Commonalities across commercial real estate indexes.  Applied Economics, 52: 3274-90.

6.  Yunus, N.  (2019). Dynamic linkages among U.S. real estate sectors before and after the housing crisis.  The Journal of Real Estate Finance and Economics, 48:264-289.  

7.  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.

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

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

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

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

12. 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.

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

14.    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. 

15. 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.

 16. Yunus, N.  (2009). Increasing Convergence between U.S. and international securitized property markets: Evidence based on cointegration tests. Real Estate Economics, 37:383-411.

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

Works in Progress (selected list)*

18.  Stock market and the macro-economy.

19. Convergence of real interest rates.

20. Volatility clustering across international stock markets during chaotic market environments.

21.  Financial econometric models: A comparative analysis of their predictive abilities.

22. Portfolio performance of asset classes across different regimes.

23. Global stock market volatility across regimes.

24. Revisiting Chinese stock market efficiency.

25. Interrelationships among U.S. and selected emerging and frontier European stock markets.

26. Response of global financial asset markets to U.S. shocks.

27. Stock market linkages during the COVID-19 pandemic.

*Note that titles for many of the working papers are reserved because of publication review and that tentative titles are provided for the working papers.

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