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Common business and housing market cycles in the Euro area from a multivariate decomposition

Ferrara, Laurent; Koopman, Siem Jan - 2010

Persistent link: https://www.econbiz.de/10009381153

Euro-Auswirkungen auf den Immobilienmarkt

Walter, Norbert; Mitropoulos, Stefan - In: Der Euro in der Immobilienwirtschaft : Konsequenzen der …, (pp. 17-28). 1999

Persistent link: https://www.econbiz.de/10001367287

Auswirkungen der EWWU auf die nationalen Immobilienmärkte und die Finanzierung von Wohneigentum

Schröder, Michael - In: Bausparen im Euroland : Herausforderungen und Strategien, (pp. 29-38). 1999

Persistent link: https://www.econbiz.de/10001445094

Common Business and Housing Market Cycles in the Euro Area from a Multivariate Decomposition

Ferrara, Laurent - 2010

this paper, we implement a multivariate unobserved component model on housing market variables in order to assess the … prices series for four main euro area countries (Germany, France, Italy and Spain). Empirical results show a strong … medium-term for fluctuations between 4 and 8 years, while the housing market contributes to the long-term economic growth …

Persistent link: https://www.econbiz.de/10013142705

The other (commercial) real estate boom and bust : the effects of risk premia and regulatory capital arbitrage

Duca, John V.; Ling, David C. - 2015

housing market and also had a large effect on bank failures. Nevertheless, the role of CRE in the Great Recession has received …

Persistent link: https://www.econbiz.de/10011406248

Working from home and corporate real estate

Bergeaud, Antonin; Eyméoud, Jean-Benoît; Garcia, Thomas; … - 2022

Persistent link: https://www.econbiz.de/10012990523

Commercial real estate and macrofinancial stability during COVID-19

Deghi, Andrea; Mok, Junghwan; Tsuruga, Tomohiro - 2021

The COVID-19 pandemic crisis has severely shocked the commercial real estate (CRE) sector, which could have important implications for macro-financial stability going forward because of the large size of the sector and its strong interconnectedness with the real economy. Using a novel...

Persistent link: https://www.econbiz.de/10012796227

The effects of leverage on investments in maintenance: evidence from apartments

Seltzer, Lee - 2021

This paper studies the sensitivity of investment in apartment building maintenance to building debt levels. I use a novel data set combining housing code violations from forty-five U.S. cities with apartment financing information to show that highly leveraged buildings tend to be less well...

Persistent link: https://www.econbiz.de/10012797904

Portfolio diversification across U.S. gateway and non-gateway real estate markets

Hoesli, Martin; Johner, Louis - 2021

Using simulation analysis and property-level data for the U.S., we compare performance metrics for portfolios containing varying proportions of gateway and non-gateway markets. Risk-adjusted performance is found to be similar across types of markets. Gateway markets have higher appreciation and...

Persistent link: https://www.econbiz.de/10012800449

Price diffusion across international private commercial real estate markets

Zhu, Bing; Dijk, Dorinth van; Lizieri, Colin - 2021

Persistent link: https://www.econbiz.de/10012703981