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Expectation, volatility and liquidity in the housing market

Zheng, Xian - In: Applied economics 47 (2015) 37/39, pp. 4020-4035

Persistent link: https://www.econbiz.de/10011294670

Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model

Schmitt, Noemi; Westerhoff, Frank H. - In: Economics letters 176 (2019), pp. 43-46

Persistent link: https://www.econbiz.de/10012121226

Understanding housing market volatility

Fairchild, Joseph; Ma, Jun; Wu, Shu - In: Journal of money, credit and banking : JMCB 47 (2015) 7, pp. 1309-1337

Persistent link: https://www.econbiz.de/10011402439

Time-varying volatility and the housing market

Higgins, C. Richard; Sapci, Ayse - In: Macroeconomic dynamics 28 (2024) 2, pp. 426-461

Persistent link: https://www.econbiz.de/10014485317

Asymmetric fluctuating behavior of China's housing prices

Lin, Wen-Yuan; Tsai, I-Chun - In: China & world economy 24 (2016) 2, pp. 107-126

Persistent link: https://www.econbiz.de/10011535672

Explosive Dynamics in House Prices? An Exploration of Financial Market Spillovers in Housing Markets Around the World

Martínez-García, Enrique - 2020

Asset prices in general, and real house prices in particular, are often characterized by a nonlinear data-generating process which displays mildly explosive behavior in some periods. Here, we investigate the emergence of explosiveness in the dynamics of real house prices and the role played by...

Persistent link: https://www.econbiz.de/10012851645