Kyriaki Begiazi
Personal Details
First Name: | Kyriaki |
Middle Name: | |
Last Name: | Begiazi |
Suffix: | |
RePEc Short-ID: | pbe813 |
| |
Affiliation
Department of Accounting, Finance and Economics
Business School
Oxford Brookes University
Oxford, United Kingdomhttp://business.brookes.ac.uk/about/departments/accounting-finance-economics/
RePEc:edi:deoxbuk (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Kyriaki Begiazi & Paraskevi Katsiampa, 2019. "Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 290-309, February.
- Kyriaki Begiazi & Dimitrios Asteriou & Keith Pilbeam, 2016. "A multivariate analysis of United States and global real estate investment trusts," International Economics and Economic Policy, Springer, vol. 13(3), pages 467-482, July.
- Dimitrios Asteriou & Kyriaki Begiazi, 2013. "Modeling of daily REIT returns and volatility," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(6), pages 589-601, September.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Kyriaki Begiazi & Paraskevi Katsiampa, 2019.
"Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis,"
The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 290-309, February.
Cited by:
- Katsiampa, Paraskevi, 2019. "An empirical investigation of volatility dynamics in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 322-335.
- Jabed H. Tomal & Hafizur Rahman, 2021. "A Bayesian piecewise linear model for the detection of breakpoints in housing prices," METRON, Springer;Sapienza Università di Roma, vol. 79(3), pages 361-381, December.
- Rafiq Ahmed & Syed Tehseen Jawaid & Samina Khalil, 2021. "Bubble Detection in Housing Market: Evidence From a Developing Country," SAGE Open, , vol. 11(2), pages 21582440211, April.
- Paraskevi Katsiampa & Kyriaki Begiazi, 2019. "An empirical analysis of the Scottish housing market by property type," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(4), pages 559-583, September.
- James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
- Yang Tang & Kairong Hong & Yucheng Zou & Yanwei Zhang, 2021. "Impact of Emotional Perceived Value on the Uncertain Evolution of the Housing Bubble," Mathematics, MDPI, vol. 9(13), pages 1-23, July.
- Kyriaki Begiazi & Dimitrios Asteriou & Keith Pilbeam, 2016.
"A multivariate analysis of United States and global real estate investment trusts,"
International Economics and Economic Policy, Springer, vol. 13(3), pages 467-482, July.
Cited by:
- Liow, Kim Hiang & Huang, Yuting, 2018. "The dynamics of volatility connectedness in international real estate investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 195-210.
- Kola Ijasan & George Tweneboah & Maurice Omane-Adjepong & Peterson Owusu Junior, 2019. "On the global integration of REITs market returns: A multiresolution analysis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1690211-169, January.
- Kim Hiang LIOW & Jeongseop SONG, 2019. "Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times," International Real Estate Review, Global Social Science Institute, vol. 22(4), pages 463-512.
- Masud Alam, 2021. "Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return," Papers 2107.10455, arXiv.org.
- Liu, Jian & Chen, Yan & Liao, Shufei & Cheng, Cheng & Fu, Yongge, 2023. "Information spillovers in Hong Kong REITs and related asset markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 215-229.
- Kyriaki Begiazi & Paraskevi Katsiampa, 2019. "Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 290-309, February.
- Oluwasegun B. Adekoya & Gabriel O. Oduyemi & Johnson A. Oliyide, 2021. "Price and volatility persistence of the US REITs market," Future Business Journal, Springer, vol. 7(1), pages 1-10, December.
- Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021. "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers 202152, University of Pretoria, Department of Economics.
- Dimitrios Asteriou & Kyriaki Begiazi, 2013.
"Modeling of daily REIT returns and volatility,"
Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(6), pages 589-601, September.
Cited by:
- Masud Alam, 2021. "Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return," Papers 2107.10455, arXiv.org.
- Cohen Viktorija & Burinskas Arūnas, 2020. "The Evaluation of the Impact of Macroeconomic Indicators on the Performance of Listed Real Estate Companies and Reits," Ekonomika (Economics), Sciendo, vol. 99(1), pages 79-92, June.
- Kyriaki Begiazi & Dimitrios Asteriou & Keith Pilbeam, 2016. "A multivariate analysis of United States and global real estate investment trusts," International Economics and Economic Policy, Springer, vol. 13(3), pages 467-482, July.
- Tosin B. Fateye & Oluwaseun D. Ajay & Cyril A. Ajay, 2021. "Modelling of Daily Price Volatility of South Africa Property Stock Market Using GARCH Analysis," AfRES 2021-013, African Real Estate Society (AfRES).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Kyriaki Begiazi should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.