House prices, expectations, and time-varying fundamentals
Year of publication: |
2014
|
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Authors: | Gelain, Paolo ; Lansing, Kevin J. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 3-25
|
Subject: | Housing bubbles | Expectations | Excess volatility | Predictability | Time-varying risk premiums | Expected returns | Immobilienpreis | Real estate price | Theorie | Theory | Spekulationsblase | Bubbles | Risikoprämie | Risk premium | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Prognoseverfahren | Forecasting model | Rationale Erwartung | Rational expectations | Kapitaleinkommen | Capital income | Schätzung | Estimation | CAPM | Börsenkurs | Share price |
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