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Risk and structural instability is US house prices

Karoglou, Michail; Morley, Bruce; Thomas, Dennis A. - In: The journal of real estate finance and economics 46 (2013) 3, pp. 424-436

Persistent link: https://www.econbiz.de/10009727571

The convergence of regional house prices in China

Zhang, Fang; Morley, Bruce - In: Applied economics letters 21 (2014) 1/3, pp. 205-208

Persistent link: https://www.econbiz.de/10010241377

Risk-return relationships and asymmetric adjustment in the UK housing market

Morley, Bruce; Thomas, Dennis A. - In: Applied financial economics 21 (2011) 10/12, pp. 735-742

Persistent link: https://www.econbiz.de/10009231598

The Taylor rule and house price uncertainty

Morley, Bruce; Wei, Qijia - In: Applied economics letters 19 (2012) 13/15, pp. 1449-1453

Persistent link: https://www.econbiz.de/10009681419

An empirical analysis of UK house price risk variation by property type

Morley, Bruce; Thomas, Dennis A. - In: Review of economics & finance 6 (2016) 2, pp. 45-56

Persistent link: https://www.econbiz.de/10011492603

Risk and Structural Instability in US Housing Prices

Karoglou, Michail - 2013

This paper employs a Component GARCH in Mean model to show that house prices across a number of major US cities between 1987 and 2009 have displayed asset market properties in terms of both risk-return relationships and asymmetric adjustment to shocks. In addition, tests for structural breaks in...

Persistent link: https://www.econbiz.de/10013086711

Club convergence in European housing prices : the role of macroeconomic and housing market fundamentals

Maynou, Laia; Monfort, Mercedes; Morley, Bruce; … - In: Economic modelling 103 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013163733

Covariance risk and the ripple effect in the UK regional housing market

Morley, Bruce; Thomas, Dennis A. - In: Review of economics & finance 13 (2018) 3, pp. 1-13

Persistent link: https://www.econbiz.de/10011893147