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  • Search: subject:"Asymmetric price transmission effects"
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Asymmetric price transmission effects 2 Block bootstrapping 2 Hypothek 2 Monte Carlo simulation 2 Mortgage 2 Regression analysis 2 Regressionsanalyse 2 Ridge regression 2 Shrinkage parameters 2 Bootstrap approach 1 Bootstrap-Verfahren 1 Börsenkurs 1 Estimation theory 1 Monte-Carlo-Simulation 1 Preis 1 Price 1 Schweden 1 Schätztheorie 1 Share price 1 Sweden 1 Theorie 1 Theory 1 asymmetric price transmission effects 1 least absolute deviation 1 quantile regression 1
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Article 3
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2 Undetermined 1
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Sjölander, Pär 3 Månsson, Kristofer 1 Shukur, Ghazi 1
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Applied economics 1 Economic Modelling 1 Economic modelling 1
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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A ridge bootstrap method for analyzing APT effects on the mortgage loan market
Sjölander, Pär - In: Economic Modelling 30 (2013) C, pp. 844-855
Significantly positive asymmetric price transmission (APT) effects are concluded on the Swedish mortgage loan market. This finding was established based on unique banking data in combination with our newly developed econometric method which is insensitive to the banks' variations in liquidity...
Persistent link: https://www.econbiz.de/10011048717
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Asymmetric quantile analysis of the Swedish mortgage price discovery process
Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied economics 45 (2013) 19/21, pp. 3088-3101
Persistent link: https://www.econbiz.de/10010192315
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A ridge bootstrap method for analyzing APT effects on the mortgage loan market
Sjölander, Pär - In: Economic modelling 30 (2013), pp. 844-855
Persistent link: https://www.econbiz.de/10009708788
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