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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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Do economic policy uncertainty and its components predict China's housing returns?
Yin, Xiao-Cui; Li, Xin; Wang, Min-Hui; Qin, Meng; Shao, … - In: Pacific-Basin finance journal 68 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013332409
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Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet; Uzuner, Gizem; Bekun, Festus Victor; … - In: Empirica : journal of european economics 50 (2023) 2, pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
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Risk and return in the single-family housing market
Crone, Theodore Michael; Voith, Richard P. - 1996
Persistent link: https://www.econbiz.de/10000955586
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Risk and return within the single-family housing market
Crone, Theodore Michael; Voith, Richard P. - 1998
Persistent link: https://www.econbiz.de/10000983625
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Housing Risk and Return : Evidence from a Housing Asset-Pricing Model
Case, Karl E. - 2019
This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper … by examining the impact of additional risk factors including aggregate stock market returns, idiosyncratic risk, momentum … measures of risk and other housing market fundamentals. Additional tests of the validity of the model using the Fama …
Persistent link: https://www.econbiz.de/10012906155
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Homeowners' Risk Premia : Evidence from Zip Code Housing Returns
Eiling, Esther - 2020
homeowners are compensated for bearing housing risk. Our sample covers more than 9,000 zip codes across 135 metropolitan … investment good properties with significant heterogeneity across MSAs in terms of which risk factors are priced. Local and …
Persistent link: https://www.econbiz.de/10012850473
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Intertemporal risk-return relationship in housing markets
Lin, Pin-Te - In: Journal of real estate research : JRER ; a publication … 44 (2022) 3, pp. 331-354
Persistent link: https://www.econbiz.de/10013364989
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Spreads and volatility in house returns
Chinloy, Peter; Jiang, Cheng; John, Kose - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-16
Underlying idiosyncratic and illiquidity risks are suppressed in infrequently reported indexes of house prices and rents. Idiosyncratic risks result from bid-ask spreads for prices and rents. Time series autocovariances generate a distribution of prices and rents. Capital gains and rent-price...
Persistent link: https://www.econbiz.de/10013382201
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Housing risk and returns in submarkets with spatial dependence and heterogeneity
Morawakage, P. S.; Earl, G.; Liu, B.; Roca, Eduardo; … - In: The journal of real estate finance and economics 67 (2023) 4, pp. 695-734
Persistent link: https://www.econbiz.de/10014444165