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Risk shocks and housing markets
Lee, Gabriel S.; Dorofeenko, Victor; Salyer, Kevin Duff - 2010
varying uncertainty (i.e. risk shocks) in the technology shocks that affect housing production. The analysis demonstrates that … risk shocks to the housing production sector are a quantitatively important impulse mechanism for the business cycle. Also … countercyclical behavior of risk premia on loans to the housing sector. -- Agency costs ; credit channel ; time-varying uncertainty …
Persistent link: https://www.econbiz.de/10008657366
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Risk Shocks and Housing Markets
Dorofeenko, Victor - 2010
varying uncertainty (i.e. risk shocks) in the technology shocks that affect housing production. The analysis demonstrates that … risk shocks to the housing production sector are a quantitatively important impulse mechanism for the business cycle. Also … countercyclical behavior of risk premia on loans to the housing sector …
Persistent link: https://www.econbiz.de/10013142481
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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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Financial and macroeconomic uncertainties and real estate markets
Gómez González, José Eduardo; Hirs-Garzón, Jorge; … - In: Eastern economic journal : EEJ 50 (2024) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10014512904
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A greater crisis? : investigating MSA-level housing markets during the COVID-19 pandemic
Huang, MeiChi - In: Research in international business and finance 71 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015061768
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Time-varying impacts of monetary policy uncertainty on China's housing market
Lu, Yunzhi; Li, Jie; Yang, Haisheng - In: Economic modelling 118 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014229249
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Testing the Dividend Pricing Hypothesis in Housing Markets : The Role of Risk
Feng, Guoliang - 2015
used to measure CAP rates and risk, the results are not consistent with DPH …
Persistent link: https://www.econbiz.de/10013028446
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Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
Antonakakis, Nikolaos; Floros, Christos - In: International review of financial analysis 44 (2016), pp. 111-122
Persistent link: https://www.econbiz.de/10011623962
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How important are uncertainty shocks in the housing market?
Strobel, Johannes - 2016
Persistent link: https://www.econbiz.de/10012128814
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Time-varying uncertainty and the credit channel
Dorofeenko, Viktor; Lee, Gabriel S.; Salyer, Kevin Duff - 2002
We extend the Carlstrom and Fuerst (1997) agency cost model of business cycles by including time varying uncertainty in the technology shocks that affect capital production. We first demonstrate that standard linearization methods can be used to solve the model yet second moment effects still...
Persistent link: https://www.econbiz.de/10009725489