Real estate illiquidity and returns : a time-varying regional perspective
Michael Ellington, Xi Fu, Yunyi Zhu
| Year of publication: |
2023
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|---|---|
| Authors: | Ellington, Michael ; Fu, Xi ; Zhu, Yunyi |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 58-72
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| Subject: | Forecasting | Liquidity | Network connections | Real estate | Time-varying parameter VAR | VAR-Modell | VAR model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Marktliquidität | Market liquidity | Liquidität | Immobilienmarkt | Real estate market | Immobilien | Immobilienfonds | Real estate fund | Immobilienpreis | Real estate price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462768