Simon Stevenson

University College Dublin (UCD) - Michael Smurfit Graduate School of Business

Blackrock, Co. Dublin

Ireland

SCHOLARLY PAPERS

4

DOWNLOADS

48

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.
Downloads 0 (196,458)

Monetary Shocks and REIT Returns

Journal of Real Estate Finance and Economics, Vol. 35, No. 3, 2007
Posted: 27 Aug 2007
Don Bredin, Gerard O'Reilly and Simon Stevenson
University College Dublin (UCD) - Department of Banking & Finance, Central Bank & Financial Services Authority of Ireland and University College Dublin (UCD) - Michael Smurfit Graduate School of Business

Abstract:

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monetary shocks, interest rates, REITs, GARCH models

2.

The Sensitivity of European Bank Stocks to German Interest Rates Changes

Multinational Finance Journal, Vol. 6, No. 3/4, p. 223-249, 2002
Number of pages: 27 Posted: 08 Jul 2015
Simon Stevenson
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 48 (534,155)
Citation 2

Abstract:

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bank interest rate sensitivity; cross-border information transfers

3.

Multivariate Modeling of Daily REIT Volatility

Journal of Real Estate Finance and Economics, Vol. 32, No. 3, 2006
Posted: 06 Nov 2005
John Cotter and Simon Stevenson
University College Dublin and University College Dublin (UCD) - Michael Smurfit Graduate School of Business

Abstract:

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Multivariate GARCH, volatility modeling, REITs

4.

An Examination of the Inflation Hedging Ability of Irish Real Estate

Posted: 16 Apr 1999
Simon Stevenson and Louis Murray
University College Dublin (UCD) - Michael Smurfit Graduate School of Business and University College Dublin (UCD) - Michael Smurfit Graduate School of Business

Abstract:

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