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Risk and Structural Instability in US House Prices

Karoglou, Michail; Morley, Bruce; Thomas, Dennis - In: The Journal of Real Estate Finance and Economics 46 (2013) 3, pp. 424-436

This paper employs a Component GARCH in Mean model to show that house prices across a number of major US cities between 1987 and 2009 have displayed asset market properties in terms of both risk-return relationships and asymmetric adjustment to shocks. In addition, tests for structural breaks in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010989326

Risk-return relationships and asymmetric adjustment in the UK housing market

Morley, Bruce; Thomas, Dennis A. - In: Applied financial economics 21 (2011) 10/12, pp. 735-742

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009231598

Risk and structural instability is US house prices

Karoglou, Michail; Morley, Bruce; Thomas, Dennis A. - In: The journal of real estate finance and economics 46 (2013) 3, pp. 424-436

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009727571

An empirical analysis of UK house price risk variation by property type

Morley, Bruce; Thomas, Dennis A. - In: Review of economics & finance 6 (2016) 2, pp. 45-56

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011492603

Covariance risk and the ripple effect in the UK regional housing market

Morley, Bruce; Thomas, Dennis A. - In: Review of economics & finance 13 (2018) 3, pp. 1-13

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011893147

What do we know about investment under uncertainty?

Carruth, Alan A.; Dickerson, Andrew P.; Henley, Andrew - In: Journal of economic surveys 14 (2000) 2, pp. 119-153

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001466673

Econometric modelling of UK aggregate investment : the role of profits and uncertainty

Carruth, Alan A.; Dickerson, Andrew P.; Henley, Andrew - In: The Manchester School 68 (2000) 3, pp. 276-300

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001477908

Econometric modelling of UK aggregate investment : the role of profits and uncertainty

Carruth, Alan A.; Dickerson, Andrew P.; Henley, Andrew - 1997

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000968915

What do we know about investment under uncertainty?

Carruth, Alan A.; Dickerson, Andrew P.; Henley, Andrew - 1998

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000982130

Econometric modelling of UK aggregate investment : the role of profits and uncertainty

Carruth, Alan A.; Dickerson, Andrew P.; Henley, Andrew - 1998

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000998289

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