Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?
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- Charles Ka Yui Leung & Patrick Wai Yin Cheung & Edward Chi Ho Tang, 2013. "Financial Crisis and the Co-movements of Housing Sub-markets: Do relationships change after a crisis?," International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 68-118.
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- Shijun Jia & Yourong Wang & Gang-Zhi Fan, 2018. "Home-Purchase Limits and Housing Prices: Evidence from China," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 386-409, April.
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- Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.
- Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2012. "In the shadow of the United States: the international transmission effect of asset returns," Globalization Institute Working Papers 121, Federal Reserve Bank of Dallas.
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- Tang, Chi Ho, 2019. "Speculate a lot," MPRA Paper 94747, University Library of Munich, Germany.
- Edward C. H. Tang, 2020. "Speculate a Lot," GRU Working Paper Series GRU_2020_020, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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More about this item
Keywords
financial crisis; hedonic pricing; structural break; evolution of valuation; rolling regression;All these keywords.
JEL classification:
- R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- R20 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-URE-2011-06-25 (Urban and Real Estate Economics)
Statistics
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