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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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Is there a national housing market bubble brewing in the United States?
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - In: Macroeconomic dynamics 27 (2023) 8, pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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Step interventions and market integration : tests in the US, UK, and Australian property markets
Wilson, Patrick James - In: The journal of real estate finance and economics 16 (1998) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10001235453
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Structural breaks and volatility spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi - In: Journal of management research 11 (2019) 2, pp. 30-44
Persistent link: https://www.econbiz.de/10011993943
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Asset market correlation and stress testing : cases for housing and stock markets
Cho, Man; Min, Insik - 2010
between real estate and stock markets by fitting different classes of time-varying volatility model; second, to perform VaR … processes, in terms of mean, volatility, correlation, can be compared. In the econometric analyses, we estimate both a …
Persistent link: https://www.econbiz.de/10008735767
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Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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Uncertainty in the housing market : evidence from US states
Christidou, Maria; Fountas, Stilianos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011897364
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A Model-Free Test of Rational Bubbles : An Application to the US Housing Market
Basco, Sergi; Schäfer-i-Paradís, Maximilian - 2022
The recent house price appreciation in the United States has renewed the interest in determining the existence of ”bubbles”. In this paper, we provide a model-free test of rational bubbles and we apply it to the U.S. housing market. Based on the current account identity, we argue that there...
Persistent link: https://www.econbiz.de/10013404365
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Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013
Persistent link: https://www.econbiz.de/10009731952
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Revisiting the anomalous relationship between inflation and real estate investment trust returns in presence of structural breaks : empirical evidence from the USA and the UK
Das, Mahamitra; Sarkar, Nityananda - In: International journal of economics and financial issues … 10 (2020) 1, pp. 250-258
Persistent link: https://www.econbiz.de/10012151329