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Asset price spillover, collateral and crises : with an application to property market policy

Chen, Nan-kuang; Leung, Charles Ka Yui - In: The journal of real estate finance and economics 37 (2008) 4, pp. 351-385

Persistent link: https://www.econbiz.de/10003797448

The dynamics of housing returns in Singapore : how important are the international transmission mechanisms?

Chang, Kuang-liang; Chen, Nan-kuang; Leung, Charles Ka Yui - In: Regional science & urban economics 42 (2012) 3, pp. 516-530

Persistent link: https://www.econbiz.de/10009621571

Monetary policy, term structure and asset return : comparing REIT, housing and stock

Chang, Kuang-liang; Chen, Nan-kuang; Leung, Charles Ka Yui - In: The journal of real estate finance and economics 43 (2011) 1/2, pp. 221-257

Persistent link: https://www.econbiz.de/10009302901

In the shadow of the United States : the international transmission effect of asset returns

Chang, Kuang-liang; Chen, Nan-kuang; Leung, Charles Ka Yui - In: Pacific economic review 18 (2013) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10009711340

Stock price volatility, negative autocorrelation and the consumption-wealth ratio : the case of constant fundamentals

Leung, Charles Ka Yui; Chen, Nan-kuang - In: Pacific economic review 15 (2010) 2, pp. 224-245

Persistent link: https://www.econbiz.de/10003970640

Losing track of the asset markets : the case of housing and stock

Chang, Kuang-Liang; Chen, Nan-kuang; Leung, Charles Ka Yui - 2015

This paper revisits the relationships among macroeconomic variables and asset returns. Based on recent developments in econometrics, we categorize competing models of asset returns into different "Equivalence Predictive Power Classes" (EPPC). During the pre-crisis period (1975-2005), some models...

Persistent link: https://www.econbiz.de/10010506815