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Market efficiency in the emerging securitized real estate markets
Schindler, Felix - 2010
This paper tests the random walk hypothesis and market efficiency for twelve emerging as well as for four developed securitized real estate markets from 1992 to 2009. Random walk properties of equity prices influence return dynamics, and market efficiency is often considered an essential...
Persistent link: https://www.econbiz.de/10003969878
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Downside risk optimization in securitized real estate markets
Kroencke, Tim-Alexander; Schindler, Felix - 2010
Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by Markowitz (1952) even if the limitations of...
Persistent link: https://www.econbiz.de/10003969883
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Detecting mortgage delinquencies
Askitas, Nikos; Zimmermann, Klaus F. - 2011
Insights to detect ensuing mortgage delinquencies. Such searches locate documents which assist to write a successful loan … housing research. -- housing ; hardship letter ; loan delinquency ; mortgage ; National Delinquency Survey (NDS) ; financial …
Persistent link: https://www.econbiz.de/10009312194
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Joint dynamics of house prices and foreclosures
Arslan, Yavuz; Guler, Bulent; Taskin, Temel - In: Journal of money, credit and banking : JMCB 47 (2015), pp. 133-169
Persistent link: https://www.econbiz.de/10010533099
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Monetary policy effectiveness and the housing market
Spencer, Roger W.; Huston, John H. - In: Studies in economics and finance 30 (2013) 3, pp. 226-243
Persistent link: https://www.econbiz.de/10009772960
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Can non-interest rate policies stabilize housing markets? : evidence from a panel of 57 economies
Kuttner, Kenneth N.; Shim, Ilhyock - 2013
Persistent link: https://www.econbiz.de/10010229602
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Can non-interest rate policies stabilise housing markets? : evidence from a panel of 57 economies
Kuttner, Kenneth N.; Shim, Ilhyock - 2013
Persistent link: https://www.econbiz.de/10010253534
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The role of credit in the housing market
Gerlach-Kristen, Petra; McInerney, Niall - 2014
We estimate a structural model of the Irish housing and mortgage markets and isolate the role of demand and supply … factors in each market. We focus on the pre-2004 period during which house prices and mortgage credit exhibited a stable … relationship. We find that mortgage demand is determined by interest rates, income and house price growth while mortgage supply is …
Persistent link: https://www.econbiz.de/10010467589
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From real estate to consumption : the role of credit markets in the USA
Márquez De la Cruz, Elena; Martínez Cañete, Ana Rosa; … - In: Applied economics 46 (2014) 16/18, pp. 2178-2189
Persistent link: https://www.econbiz.de/10010413303
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Joint dynamics of house prices and foreclosures
Arslan, Yavuz; Güler, Bülent; Taşkin, Temel - 2014
Persistent link: https://www.econbiz.de/10011402320