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Reaching for Yield : How Investors Amplify Housing Booms and Busts

Korevaar, Matthijs - 2021

Do investors reach for yield when interest rates are low, and how does this behavior influence house prices? This paper uses the unique setting of 17th-18th century Amsterdam to answer this question, using newly-collected archival data on investment portfolios and the universe of property...

Persistent link: https://www.econbiz.de/10013239621

Bubbles in the Australian housing market

Baur, Dirk G.; Heaney, Richard A. - In: Pacific-Basin finance journal 44 (2017), pp. 113-126

Persistent link: https://www.econbiz.de/10011800748

Macro aspects of housing

Leung, Charles Ka Yui; Ng, Joe Cho Yiu - 2018 - This version: May, 2018

This paper aims to achieve two objectives. First, we demonstrate that with respect to business cycle frequency (Burns and Mitchell, 1946), there was a general decrease in the association between macroeconomic variables (MV) and housing market variables (HMV) following the global financial crisis...

Persistent link: https://www.econbiz.de/10011845769

Real estate bubbles and contagion : evidence from selected European countries

Bago, Jean-Louis; Rherrad, Imad; Akakpo, Koffi; … - In: Review of Economic Analysis : REA 13 (2021) 4, pp. 389-405

bubbles at a national level in six selected European countries, namely France, Germany, Italy, Netherlands, Spain, and the …-McGrevy and Phillips (2016) to estimate bubbles contagion among these real estate markets. We found evidence of housing prices … COVID-19 pandemic period, pushing prices higher, suggesting that speculators anticipated capital gains. In terms of bubbles …

Persistent link: https://www.econbiz.de/10012886347

The Geography of Housing Market Liquidity During the Great Recession

Famiglietti, Matthew - 2020

Using detailed micro data at the ZIP code level, this article explores the regional variation in housing market performance to account for the severity of the Great Recession. The granularity of the data, relative to a more traditional analysis at the county level, is useful for evaluating the...

Persistent link: https://www.econbiz.de/10012835596

Institutional investors and the U.S. housing recovery

Lambie-Hanson, Lauren; Li, Wenli; Slonkosky, Michael - 2019

We study the house price recovery in the U.S. single-family residential housing market since the outbreak of the mortgage crisis, which, in contrast to the preceding housing boom, was not accompanied by a rise in homeownership rates. Using comprehensive property-level transaction data, we show...

Persistent link: https://www.econbiz.de/10012197788

Turning tigers into PIIGS : the role of leverage in the Irish economic collapse

Corbet, Shaen - In: Lessons from the Great Recession : at the crossroads of …, (pp. 21-55). 2016

Persistent link: https://www.econbiz.de/10012225045

Housing market bubbles and business cycles in an agent-based credit economy

Erlingsson, Einar Jon; Cincotti, Silvano; Stefansson, Hlynur - 2013

In this paper the authors present an agent-based model of a credit network economy. The artificial economy includes different economic agents that interact using simple behavioral rules through various markets, i.e., the consumption goods market, the labor market, the credit market and the...

Persistent link: https://www.econbiz.de/10009751106

Housing market bubbles and business cycles in an agent-based credit economy

Erlingsson, Einar Jon; Teglio, Andrea; Cincotti, Silvano; … - 2014

This paper investigates the housing and mortgage markets by means of an agent-based macroeconomic model of a credit network economy. A set of computational experiments have been carried out in order to explore the effects of different households’ creditworthiness conditions required by banks...

Persistent link: https://www.econbiz.de/10010248859

Asset price bubbles : existence, persistence and migration

Gómez González, José Eduardo; Ojeda-Joya, Jair N.; … - In: The South African journal of economics 85 (2017) 1, pp. 52-67

Persistent link: https://www.econbiz.de/10011667418

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