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Dynamic speculative behaviors and mortgage bubbles in the real estate market of mainland China
Wang, Sheng - In: Journal of Finance and Investment Analysis 1 (2012) 1, pp. 1-54
paper establishes some innovative dynamic models, proposes a concept of net mortgage loan to net speculative gain ratios to … investigate the speculative behaviors and mortgage bubbles, and finally concludes some interesting results: The necessary …, and, the net mortgage loan to net speculative gain ratios subsequently exist, which approximately depict the potential …
Persistent link: https://www.econbiz.de/10010286822
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Monetary policy transmission and house prices : European cross-country evidence
Carstensen, Kai; Hülsewig, Oliver; Wollmershäuser, Timo - 2009
This paper explores the importance of housing and mortgage market heterogeneity in 12 European countries for the …
Persistent link: https://www.econbiz.de/10010271967
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Foreclosure externalities: Some new evidence
Gerardi, Kristopher; Rosenblatt, Eric; Willen, Paul S.; … - 2012
In a recent set of influential papers, researchers have argued that residential mortgage foreclosures reduce the sale … mortgage distress on house prices. …
Persistent link: https://www.econbiz.de/10010292258
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Foreclosure externalities: Some new evidence
Gerardi, Kristopher S.; Rosenblatt, Eric; Willen, Paul S.; … - 2012
In a recent set of influential papers, researchers have argued that residential mortgage foreclosures reduce the sale … mortgage distress on house prices. …
Persistent link: https://www.econbiz.de/10010377447
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Discrimination in the housing market as an impediment to European labour force integration: The case of Iceland
Björnsson, Davíd F.; Kopsch, Fredrik - 2017
Persistent link: https://www.econbiz.de/10014306509
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The Causes of the Financial Crisis
Hellwig, Martin - In: CESifo Forum 09 (2008) 4, pp. 12-21
Persistent link: https://www.econbiz.de/10011695908
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The Financial Crisis in Japan – Are There Similarities to the Current Situation?
Mayr, Johannes - In: CESifo Forum 09 (2008) 4, pp. 64-68
Persistent link: https://www.econbiz.de/10011695915
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Market efficiency in the emerging securitized real estate markets
Schindler, Felix - 2010
This paper tests the random walk hypothesis and market efficiency for twelve emerging as well as for four developed securitized real estate markets from 1992 to 2009. Random walk properties of equity prices influence return dynamics, and market efficiency is often considered an essential...
Persistent link: https://www.econbiz.de/10010300506
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Downside risk optimization in securitized real estate markets
Kroencke, Tim Alexander; Schindler, Felix - 2010
Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by Markowitz (1952) even if the limitations of...
Persistent link: https://www.econbiz.de/10010300508
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Risk heterogeneity and credit supply: Evidence from the mortgage market
Besley, Timothy; Meads, Neil; Surico, Paolo - 2010
This paper uses a unique data set on more than 600,000 mortgage contracts to estimate a credit supply function which …
Persistent link: https://www.econbiz.de/10010277872