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Regime dependent volatilities and correlation in international securitized real estate markets

Liow, Kim Hiang; Ye, Qing - In: Empirica : journal of european economics 45 (2018) 3, pp. 457-487

Persistent link: https://www.econbiz.de/10012031221

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

Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, … - In: The European journal of finance 24 (2018) 10/12, pp. 909-943

Persistent link: https://www.econbiz.de/10012244422

Real estate volatility and economic stability : an East Asian perspective

Cho, Man; Kim, Kyung-hwan; Renaud, Bertrand - 2012

exacerbated the price volatility and housing affordability. Furthermore, thanks to the liberalization of financial markets, the …

Persistent link: https://www.econbiz.de/10012133254

Interactions between housing market and stock market in the United States : a Markov switching approach

Chiang, Ming-Chu; Sing, Tien-foo; Wang, Long - In: Journal of real estate research : JRER ; a publication … 42 (2020) 4, pp. 552-571

Persistent link: https://www.econbiz.de/10012414465

House price dynamics and the reaction to macroeconomic changes: the case of Cyprus

Savva, Christos S. - 2015

Persistent link: https://www.econbiz.de/10011685480

House price growth interdependencies and comovement

Cohen, Jeffrey P.; Coughlin, Cletus Charles; Soques, Daniel - 2019

This paper examines house price diffusion across metropolitan areas in the United States. We develop a generalization of the Hamilton and Owyang (2012) Markov-switching model, where we incorporate direct regional spillovers using a spatial weighting matrix. The Markov-switching framework allows...

Persistent link: https://www.econbiz.de/10012137100