Similar Search Results

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

Risk and return in the US housing market : a cross-sectional asset-pricing approach

Cannon, Susanne Ethridge; Miller, Norman G.; Pandher, … - In: Real estate economics : journal of the American Real … 34 (2006) 4, pp. 519-552

Persistent link: https://www.econbiz.de/10003397504

The single family home in the investment portfolio

Goetzmann, William N. - In: The journal of real estate finance and economics 6 (1993) 2, pp. 201-222

Persistent link: https://www.econbiz.de/10001169278

What moves retail property returns at the metropolitan level?

Eppli, Mark J. - In: The journal of real estate finance and economics 16 (1998) 3, pp. 317-342

Persistent link: https://www.econbiz.de/10001239385

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