Showing 1 - 10 of 101
Persistent link: https://www.econbiz.de/10012586941
We analyze the relationship between ask and transaction prices in the Swiss residential real estate market over the 2005-2015 period. First, we present strong evidence that ask and transaction prices are co-integrated across different market segments, but they do not Granger-cause one another....
Persistent link: https://www.econbiz.de/10011626361
Persistent link: https://www.econbiz.de/10012176132
We introduce a novel quantitative methodology to detect real estate bubbles and forecast their critical end time, which … calibration with respect to bootstrapped residuals. We make three main contributions to the literature of real estate bubbles … critical times of historical housing price bubbles in the U.S., Hong Kong, U.K. and Canada. Second, the LPPLS detection methods …
Persistent link: https://www.econbiz.de/10011761282
We have analyzed the risks of possible development of bubbles in Switzerland's residential real estate market. The data … there are 11 critical districts that exhibit signatures of bubbles, and seven districts where bubbles have already burst …
Persistent link: https://www.econbiz.de/10009721359
Persistent link: https://www.econbiz.de/10008701534
There is a growing concern in recent years over the potential formation of bubbles in the Chinese real estate market …
Persistent link: https://www.econbiz.de/10012930834
Persistent link: https://www.econbiz.de/10012313104
Persistent link: https://www.econbiz.de/10012207085
fundamental cause of the unfolding financial and economic crisis: the accumulation of several bubbles and their interplay and …
Persistent link: https://www.econbiz.de/10013144346