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The 2007 financial crisis and the UK residential housing market : did the relationship between interest rates and house prices change?

Tse, Chin Bun; Rodgers, Timothy; Niklewski, Jacek - In: Economic modelling 37 (2014), pp. 518-530

Persistent link: https://www.econbiz.de/10010417611

How corporate governance affects investment decisions of major shareholders in UK listed companies : has the recent credit crunch changed the game?

Hawas, Amira; Tse, Chin Bun - In: Journal of accounting, auditing & finance 31 (2016) 1, pp. 100-133

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The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?

Tse, Chin-Bun; Rodgers, Timothy; Niklewski, Jacek - In: Economic Modelling 37 (2014) C, pp. 518-530

This paper investigates the impact of the 2007 financial crisis on the relationship between real mortgage interest rates and real house prices. It applies a dynamic conditional correlation based methodology that uses fractionally differenced data along with controls for structural breaks and...

Persistent link: https://www.econbiz.de/10010744001