Geographic dependence and diversification in house price returns : the role of leverage
Year of publication: |
2024
|
---|---|
Authors: | Heinen, Andréas ; Kim, Mi Lim ; Hamadi, Malika |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 22.2024, 1, p. 297-334
|
Subject: | copula | diversification | loan to value | mortgage | regime-switching | time-varying dependence | Hypothek | Mortgage | Immobilienpreis | Real estate price | Multivariate Verteilung | Multivariate distribution | Diversifikation | Diversification | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
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