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Does the Dipasquale-Wheaton Model Explain the House Price Dynamics in China Cities?

Chow, Kenneth K. - 2009

The quot;overheatingquot; of the Chinese housing market in recent years has caught the attention of policy makers, the research community, as well as the general public. Leung and Wang (2007) shows that the qualitative features of the aggregate Chinese housing market are well captured by the...

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Local-linear estimation of time-varying-parameter garch models and associated risk measures

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The information content of model-free implied volatility

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Do derivative markets contain useful information for signaling "hot money" flows?

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Short sales restrictions and the impulse response behavior of index-future price

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