No-bubble condition : model-free tests in housing markets
Year of publication: |
May 2016
|
---|---|
Authors: | Giglio, Stefano ; Maggiori, Matteo ; Stroebel, Johannes |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 84.2016, 3, p. 1047-1091
|
Subject: | Asset pricing | real estate | rational bubbles | transversality condition | Spekulationsblase | Bubbles | Immobilienpreis | Real estate price | CAPM | Immobilienmarkt | Real estate market | Wohnungsmarkt | Housing market | Theorie | Theory | Immobilien | Real estate |
-
A review of long-run discounting : evidence from housing markets
Giglio, Stefano, (2016)
-
Detecting bubbles in China's regional housing markets
Pan, Wei-Fong, (2019)
-
Housing Supply and Housing Bubbles
Glaeser, Edward L., (2015)
- More ...
-
Five facts about beliefs and portfolios
Giglio, Stefano, (2019)
-
Inside the Mind of a Stock Market Crash
Giglio, Stefano, (2020)
-
Climate change and long-run discount rates : evidence from real estate
Giglio, Stefano, (2015)
- More ...