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Volatility and liquidity in the real estate market
He, Xin; Lin, Zhenguo; Liu, Yingchun - In: The journal of real estate research 40 (2018) 4, pp. 523-550
Persistent link: https://www.econbiz.de/10011976161
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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan; Gupta, Rangan; Wohar, Mark E. - In: Applied economics 52 (2020) 5, pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
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Dynamic comovements between housing and oil markets in the US over 1859 to 2013 : a note
Antonakakis, Nikolaos; Gupta, Rangan; Muteba Mwamba, John - In: Atlantic economic journal : AEJ 44 (2016) 3, pp. 377-386
Persistent link: https://www.econbiz.de/10011711107
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Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011897378
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House price, loan-to-value ratio and credit risk
Bian, Xun; Lin, Zhenguo; Liu, Yingchun - In: Journal of banking & finance 92 (2018), pp. 1-12
Persistent link: https://www.econbiz.de/10011964494
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Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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Housing market spillovers in South Africa : evidence from an estimated small open economy DSGE model
Gupta, Rangan; Sun, Xiaojin - In: Empirical economics : a journal of the Institute for … 58 (2020) 5, pp. 2309-2332
Persistent link: https://www.econbiz.de/10012255840
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High-frequency volatility forecasting of US housing markets
Segnon, Mawuli; Gupta, Rangan; Lesame, Keagile; Wohar, … - In: The journal of real estate finance and economics 62 (2021) 2, pp. 283-317
Persistent link: https://www.econbiz.de/10012428404