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Chinloy, Peter; Jiang, Cheng; John, Kose - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-16

Underlying idiosyncratic and illiquidity risks are suppressed in infrequently reported indexes of house prices and rents. Idiosyncratic risks result from bid-ask spreads for prices and rents. Time series autocovariances generate a distribution of prices and rents. Capital gains and rent-price...

Persistent link: https://www.econbiz.de/10013382201

Housing risk and returns in submarkets with spatial dependence and heterogeneity

Morawakage, P. S.; Earl, G.; Liu, B.; Roca, Eduardo; … - In: The journal of real estate finance and economics 67 (2023) 4, pp. 695-734

Persistent link: https://www.econbiz.de/10014444165

Predicting housing market sentiment : the role of financial, macroeconomic and real estate uncertainties

Marfatia, Hardik A.; André, Christophe; Gupta, Rangan - In: The journal of behavioral finance : a publication of … 23 (2022) 2, pp. 189-209

Persistent link: https://www.econbiz.de/10013352995

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

Volatility in the housing market : evidence on risk and return in the London sub-market

Cook, Steve; Watson, Duncan - In: Quantitative finance and economics 1 (2017) 3, pp. 272-287

Persistent link: https://www.econbiz.de/10012137801

Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736

Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? : a Bayesian approach

Christou, Christina; Gupta, Rangan; Hassapis, Christis - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 50-60

Persistent link: https://www.econbiz.de/10011792448

Persistence and predictability in UK house price movements

Schindler, Felix - In: The journal of real estate finance and economics 48 (2014) 1, pp. 132-163

Persistent link: https://www.econbiz.de/10010394079

Large price movements in housing markets

Sun, Xiaojin; Tsang, Kwok Ping - In: Journal of economic behavior & organization : JEBO 163 (2019), pp. 1-23

Persistent link: https://www.econbiz.de/10012144965

Housing cycles and exchange rates

Ma, Sai; Zhang, Shaojun - 2019

out-of-sample predictor for the dollar up to twelve quarters. Housing construction is negatively associated with risk … nontradable housing consumption. The predictability for excess returns in foreign currencies and other assets arises endogenously …. The currency predictability is robust to a host of additional checks and holds for other G10 currencies …

Persistent link: https://www.econbiz.de/10012120212