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Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan; Kumari, Swati; Song, Suyong - In: Finance research letters 12 (2015), pp. 92-99
Persistent link: https://www.econbiz.de/10011552261
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Mean and variance equation dynamics : time deformation, GARCH, and a robust analysis of the London housing market
Cook, Steve; Watson, Duncan - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 304-318
Persistent link: https://www.econbiz.de/10011960361
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Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 50 (2015) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
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Persistence and predictability in UK house price movements
Schindler, Felix - In: The journal of real estate finance and economics 48 (2014) 1, pp. 132-163
Persistent link: https://www.econbiz.de/10010394079
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Volatilitätseffekte am US-amerikanischen Häusermarkt
Schindler, Felix - 2009
Renditeverteilung existieren und sich überwiegend auch ein Leverage-Effekt identifizieren lässt. Durch eine ARMA-GARCH …
Persistent link: https://www.econbiz.de/10010299182
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Quantifying the announcement effects in the U.S. lumber futures market
Ismailova, Zarina; Etienne, Xiaoli Liao; Shakya, Shishir; … - In: Journal of forest economics : JFE 35 (2020) 4, pp. 375-395
Persistent link: https://www.econbiz.de/10012630842
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Modelling returns in US housing prices : you're the one for me, fat tails
Kiss, Tamás; Nguyen, Hoang; Österholm, Pär - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-17
investigated the sources of heavy tails by estimating autoregressive models in which innovations can be subject to GARCH effects … both within- and out-of-sample. We found strong evidence in favour of modelling both GARCH effects and non …
Persistent link: https://www.econbiz.de/10012794370
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Uncertainty in the housing market : evidence from US states
Christidou, Maria; Fountas, Stilianos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011897364
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Do birds of the same feather flock together? : The cultural geography of global housing price interaction
Vikkram Singh; Roca, Eduardo - In: Applied economics 56 (2024) 31, pp. 3760-3777
Persistent link: https://www.econbiz.de/10014528640
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Regional housing prices in the USA : an empirical investigation of nonlinearity
Kim, Sei-Wan; Bhattacharya, Radha - In: The journal of real estate finance and economics 38 (2009) 4, pp. 443-460
Persistent link: https://www.econbiz.de/10003835222