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High-frequency predictability of housing market movements of the United States : the role of economic sentiment

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, … - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 490-498

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Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio

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Spreads and volatility in house returns

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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...

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Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market

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Volatility in the housing market : evidence on risk and return in the London sub-market

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Time-varying impact of uncertainty shocks on the US housing market

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Unveiling the multiscale impact of economic policy uncertainty on China's housing market spillovers : evidence from different uncertainty measurements

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Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity

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House prices, expectations, and time-varying fundamentals

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