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Regional spillover of housing (un)affordability : an empirical study on the residential housing markets for first-time buyers in the U.K
Lo, Daniel; McCord, Michael James; Squires, Graham - In: Applied economics 56 (2024) 35, pp. 4251-4268
Persistent link: https://www.econbiz.de/10014559285
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Momentum and mean reversion in regional housing markets : evidence from variance ratio tests
Oikarinen, Elias; Schindler, Felix - In: International journal of strategic property management 19 (2015) 3, pp. 220-234
Persistent link: https://www.econbiz.de/10011544976
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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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Housing market volatility in the OECD area : evidence from VAR based return decompositions
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of macroeconomics 42 (2014), pp. 91-103
Persistent link: https://www.econbiz.de/10011286631
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Can housing risk be diversified? : a cautionary tale from the housing boom and bust
Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2014
Persistent link: https://www.econbiz.de/10010465678
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Housing "beta" : common risk factor in returns of stocks
Baulkaran, Vishaal; Jain, Pawan; Sunderman, Mark A. - In: The journal of real estate finance and economics 58 (2019) 3, pp. 438-456
Persistent link: https://www.econbiz.de/10012152032
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On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market
Damianov, Damian S.; Elsayed, Ahmed H. - In: Finance research letters 27 (2018), pp. 193-200
Persistent link: https://www.econbiz.de/10012006854
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What drives housing markets : fundamentals or bubbles?
Liu, Renhe; Hui, Chi-man Eddie; Lv, Jiaqi; Chen, Yi - In: The journal of real estate finance and economics 55 (2017) 4, pp. 395-415
Persistent link: https://www.econbiz.de/10011800689
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Yield Curves for Main Street : housing and financial capital returns in a developing economy
Ybrayev, Zhandos; Orakbayev, Yernur; Utarbayev, Askar - In: Economics of transition and institutional change 32 (2024) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10014450708
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Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan; Moodley, Damien - 2023
Persistent link: https://www.econbiz.de/10014443107