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Housing market volatility connectedness among G7 countries
Lee, Hahn-shik; Lee, Woo Suk - In: Applied economics letters 25 (2018) 3, pp. 146-151
Persistent link: https://www.econbiz.de/10011853805
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Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China
Xia, Tongshui; Yao, Chen-Xi; Geng, Jiang-Bo - In: International review of financial analysis 67 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012299189
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Unveiling the multiscale impact of economic policy uncertainty on China's housing market spillovers : evidence from different uncertainty measurements
Wang, Xinya - In: Finance research letters 58 (2023) 4, pp. 1-9
Persistent link: https://www.econbiz.de/10014632367
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Can volume be more informative than prices? : evidence from Chinese housing markets
Yang, Jian; Tong, Meng; Yu, Ziliang - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 633-672
Persistent link: https://www.econbiz.de/10014342047
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Dynamic information transfer in the United States housing and stock markets
Tsai, I-Chun - In: The North American journal of economics and finance : a … 34 (2015), pp. 215-230
Persistent link: https://www.econbiz.de/10011539947
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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
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Explosive dynamics in house prices? : an exploration of financial market spillovers in housing markets around the world
Martínez-García, Enrique; Grossman, Valerie - In: Journal of international money and finance 101 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012392290
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Correlated Risk and Volatility Spillovers across U.S. Regional Housing Markets
Zhu, Bing - 2013
markets. The results demonstrate that extra volatility can be caused by shocks in other regions. In particular, we find … structural changes in spatial volatility spillover intensities. Both channels play important roles in risk spreading, but the …
Persistent link: https://www.econbiz.de/10013095647
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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
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Financial and macroeconomic uncertainties and real estate markets
Gómez González, José Eduardo; Hirs-Garzón, Jorge; … - In: Eastern economic journal : EEJ 50 (2024) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10014512904