Narrow search
Showing 1 - 4 of 4
Cover Image
Investment, depreciation and obsolescence of R&D
Chinloy, Peter; Jiang, Cheng; John, Kose - In: Journal of financial stability 49 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012391884
Cover Image
Housing returns with mortgage and price shocks
Chinloy, Peter; Cho, Man; Jiang, Cheng; Song, Inho - In: Journal of real estate research : JRER ; a publication … 42 (2020) 1, pp. 105-124
Persistent link: https://www.econbiz.de/10012313452
Cover Image
Spreads and volatility in house returns
Chinloy, Peter; Jiang, Cheng; John, Kose - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-16
Underlying idiosyncratic and illiquidity risks are suppressed in infrequently reported indexes of house prices and rents. Idiosyncratic risks result from bid-ask spreads for prices and rents. Time series autocovariances generate a distribution of prices and rents. Capital gains and rent-price...
Persistent link: https://www.econbiz.de/10014332570
Cover Image
Spreads and volatility in house returns
Chinloy, Peter; Jiang, Cheng; John, Kose - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-16
Underlying idiosyncratic and illiquidity risks are suppressed in infrequently reported indexes of house prices and rents. Idiosyncratic risks result from bid-ask spreads for prices and rents. Time series autocovariances generate a distribution of prices and rents. Capital gains and rent-price...
Persistent link: https://www.econbiz.de/10013382201