Geographic dependence and diversification in house price returns : the role of leverage
Andréas Heinen, Mi Lim Kim, and Malika Hamadi
| Year of publication: |
2024
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|---|---|
| Authors: | Heinen, Andréas ; Kim, Mi Lim ; Hamadi, Malika |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 22.2024, 1, p. 297-334
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| Subject: | copula | diversification | loan to value | mortgage | regime-switching | time-varying dependence | Hypothek | Mortgage | Immobilienpreis | Real estate price | Diversifikation | Diversification | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526319