Article

Zhu, B., Li, L., Downs, D. H. and Sebastian, S. (2019) New evidence on housing wealth and consumption channels. Journal of Real Estate Finance and Economics, 58 (1). pp. 51-79. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-017-9638-8

Zhu, B. and Milcheva, S. (2018) The pricing of spatial linkages in companies’ underlying assets. Journal of Real Estate Finance and Economics. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-018-9666-z

Zhu, B. (2018) The time-varying nature of REITs. Real Estate Management and Valuation, 26 (1). pp. 26-38. ISSN 1733-2478 doi: https://doi.org/10.2478/remav-2018-0003

Milcheva, S. and Zhu, B. (2018) Asset pricing, spatial linkages and contagion in real estate stocks. Journal of Property Research, 35 (4). pp. 271-295. ISSN 1466-4453 doi: https://doi.org/10.1080/09599916.2018.1485725

Zhu, B. (2018) The multi-country transmission of sovereign and banking risk: a spatial vector autoregressive approach. Spatial Economic Analysis, 13 (4). pp. 422-441. ISSN 1742-1780 doi: https://doi.org/10.1080/17421772.2018.1473890

Zhu, B., Betzinger, M. and Steffen, S. (2017) Housing market stability, mortgage market structure, and monetary policy: evidence from the euro area. Journal of Housing Economics, 37. pp. 1-21. ISSN 1051-1377 doi: https://doi.org/10.1016/j.jhe.2017.04.001

Milcheva, S. and Zhu, B. (2016) Bank integration and co-movements across housing markets. Journal of Banking & Finance, 72 (Supplement). S148-S171. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2015.07.002

Zhu, B. and Milcheva, S. (2016) Spatial linkages in listed property returns in tranquil and distressed periods. Journal of Real Estate Portfolio Management, 22 (2). pp. 129-146. ISSN 1083-5547 doi: https://doi.org/10.5555/1083-5547-22.2.129

Zhu, B., Füss, R. and Rottke, N. (2013) Spatial linkages in returns and volatilities among U.S. regional housing markets. Real Estate Economics, 41 (1). pp. 29-64. ISSN 1540-6229 doi: https://doi.org/10.1111/j.1540-6229.2012.00337.x

Zhu, B., Füss, R. and Rottke, N. B. (2011) The predictive power of anisotropic spatial correlation modeling in housing prices. Journal of Real Estate Finance and Economics, 42 (4). pp. 542-565. ISSN 1573-045X

Conference or Workshop Item

Milcheva, S. and Zhu, B. (2017) Spatial dependence and real estate returns. In: ASSA-AREUEA Conference, 5 -7 January 2018, Philadelphia. (In Press)

Zhu, B. and Milcheva, S. (2017) The pricing of spatial linkages in companies’ underlying assets. In: ASSA-AREUEA, 4-7 Jan 2017, Boston.