Detecting bubbles in the US and UK real estate markets
Year of publication: |
2020
|
---|---|
Authors: | Fabozzi, Frank J. ; Kynigakis, Iason ; Panopulu, Aikaterinē ; Tunaru, Radu |
Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 60.2020, 4, p. 469-513
|
Subject: | Bubbles identification | Fundamental value | Real estate index | Right-side unit root tests | Model uncertainty | Spekulationsblase | Bubbles | Immobilienmarkt | Real estate market | Einheitswurzeltest | Unit root test | Immobilienpreis | Real estate price | USA | United States | Theorie | Theory | Schätzung | Estimation |
-
Could the bubble in U.S. house prices have been detected in real time?
Benati, Luca, (2017)
-
Bubble detective : city-level analysis of house price cycles
Cevik, Serhan, (2024)
-
Renewed momentum in the German housing market : boom or bubble?
Chen, Xi, (2013)
- More ...
-
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J., (2007)
-
Fabozzi, Frank J., (2007)
-
Chinese equity market and the efficient frontier
Tunaru, Radu, (2006)
- More ...