Narrow search
Showing 171 - 180 of 438,742
Cover Image
From banking integration to housing market integration : evidence from the comovement of US Metropolitan House Prices
Choi, Chi-young; Hansz, J. Andrew - In: Journal of financial stability 54 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012794122
Cover Image
Non-Primary Home Buyers, Shadow Banking, and the US Housing Market
Alter, Adrian; Dernaoui, Zaki - 2021
This paper studies the US housing market using a proprietary and comprehensive dataset covering nearly 90 million residential transactions over 1998-2018. First, we document the evolution of different types of investment purchases such as those conducted by short-term buyers, out-of-state...
Persistent link: https://www.econbiz.de/10013315117
Cover Image
Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages
Marfatia, Hardik A. - In: Journal of time series econometrics 13 (2021) 1, pp. 73-117
Persistent link: https://www.econbiz.de/10012437826
Cover Image
A dynamic model for housing price spillovers with an evidence from the US and the UK markets
Ozun, Alper; Ertugrul, Hasan Murat; Coskun, Yener - In: Journal of capital markets studies 2 (2018) 1, pp. 70-81
the empirical side, the results show that country-level causality in housing prices is running from the USA to UK, whereas …
Persistent link: https://www.econbiz.de/10012063547
Cover Image
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020
We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian …
Persistent link: https://www.econbiz.de/10012229804
Cover Image
Villains or scapegoats? : the role of subprime borrowers in driving the U.S. housing boom
Conklin, James; Frame, W. Scott; Gerardi, Kristopher; … - 2020
Persistent link: https://www.econbiz.de/10012230641
Cover Image
A tale of two countries : comparing the US and Chinese housing markets
Lai, Rose Neng; Van Order, Robert - In: The journal of real estate finance and economics 61 (2020) 3, pp. 505-547
Persistent link: https://www.econbiz.de/10012293202
Cover Image
Non-primary home buyers, shadow banking, and the US housing market
Alter, Adrian; Dernaoui, Zaki - 2020
This paper studies the US housing market using a proprietary and comprehensive dataset covering nearly 90 million residential transactions over 1998-2018. First, we document the evolution of different types of investment purchases such as those conducted by short-term buyers, out-of-state...
Persistent link: https://www.econbiz.de/10012301958
Cover Image
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
Li, Xiao-Lin; Chang, Tsangyao; Miller, Stephen M.; … - In: International review of economics & finance : IREF 38 (2015), pp. 220-233
Persistent link: https://www.econbiz.de/10011572379
Cover Image
The causal nexus analysis of the U.S. housing market dynamics
Ozdemir, Dicle - In: The empirical economics letters : a monthly … 15 (2016) 3, pp. 223-230
Persistent link: https://www.econbiz.de/10011580497