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Leverage and house-price dynamics in US cities
Lamont, Owen A.; Stein, Jeremy C. - 1997
Persistent link: https://www.econbiz.de/10000625184
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Leverage and House-Price Dynamics in U.S. Cities
Lamont, Owen A.; Stein, Jeremy C. - 2021
In this paper, we use city-level data to analyze the relationship between homeowner borrowing patterns and house-price dynamics. Our principal finding is that in cities where homeowners are more leveraged--i.e., have higher loan-to-value ratios--house prices react more sensitively to...
Persistent link: https://www.econbiz.de/10013233018
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Leverage and House-Price Dynamics in U.S. Cities
Lamont, Owen - 1997
In this paper, we use city-level data to analyze the relationship between homeowner borrowing patterns and house-price dynamics. Our principal finding is that in cities where homeowners are more leveraged--i.e., have higher loan-to-value ratios--house prices react more sensitively to...
Persistent link: https://www.econbiz.de/10012472860
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry - 1997
Persistent link: https://www.econbiz.de/10000962614
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Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
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Essays on Bayesian econometrics
Radchenko, Stanislav - 2002
Persistent link: https://www.econbiz.de/10003780474
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie; Valéry, Pascale - 2006
Persistent link: https://www.econbiz.de/10003331387