Modeling housing price dynamics and their impact on the cost of no-negative-equity-guarantees for equity releasing products
Jr-Wei Huang, Sharon S. Yang, Chuang-Chang Chang
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Jr-Wei ; Yang, Sharon S. ; Chang, Chuang-chang |
| Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 63.2021, 2, p. 249-279
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| Subject: | NNEGs | Equity-releasing products | House Price returns | Conditional Esscher transform | Immobilienpreis | Real estate price | CAPM | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-020-09776-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012617461