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Housing as a measure for long-run risk in asset pricing
Fillat Comenge, José Luis - 2008
Persistent link: https://www.econbiz.de/10011399812
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Cornish-Fisher expansion for commercial real estate value at risk
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: The journal of real estate finance and economics 50 (2015) 4, pp. 439-464
Persistent link: https://www.econbiz.de/10011474570
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What weight should be given to asset prices in the measurement of inflation?
Goodhart, Charles A. E. - 2001
Persistent link: https://www.econbiz.de/10001594918
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What weight should be given to asset prices in the measurement of inflation?
Goodhart, Charles A. E. - In: The economic journal : the journal of the Royal … 111 (2001), pp. F335-356
Persistent link: https://www.econbiz.de/10001599077
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Does the measurement of property and structural characteristics affect estimated implicit prices for environmental amenities in a hedonic model?
Boyle, Kevin J.; Taylor, Laura O. - In: The journal of real estate finance and economics 22 (2001) 2/3, pp. 303-318
Persistent link: https://www.econbiz.de/10001614466
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Method of taking into account different kinds of factors in economic measurements
Bogdanova, T. K. (contributor) - In: Matekon : translations of Russian & East European … 33 (1996/1997) 2, pp. 47-64
Persistent link: https://www.econbiz.de/10001448577
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Asset Prices in the Measurement of Inflation
Bryan, Michael F.; Cecchetti, Stephen G.; O'Sullivan, Roisin - 2021
houses -- we find that the failure to include housing prices resulted in the largest potential measurement error. This …
Persistent link: https://www.econbiz.de/10013233847
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Asset Prices in the Measurement of Inflation
Bryan, Michael F. - 2002
houses -- we find that the failure to include housing prices resulted in the largest potential measurement error. This …
Persistent link: https://www.econbiz.de/10012470015
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Application of the Likert and Osgood scales to quantify the qualitative features of real estate poperties
Foryś, Iwona; Gaca, Radosław - In: Folia oeconomica Stetinensia : FOS 16 (2016) 2, pp. 7-16
Persistent link: https://www.econbiz.de/10011774125
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A New Hedonic Method for Measuring Mortgage Default Risk and Prepayment Rate
Lin, Kai - 2018
Measuring and monitoring the true level of mortgage delinquencies across an economy is essential for asset pricing and financial system stability. Yet public measures of mortgage default risk almost always use simple averages across pools of individual assets, including balance-sheet loans or...
Persistent link: https://www.econbiz.de/10012912441