Integration and risk transmission across supply, demand, and prices in China's housing market
H Nong - Economic Change and Restructuring, 2024 - Springer
This study explores integration and risk transmission in the Chinese (residential) housing
market using variance decompositions from the vector autoregression model. The study …
market using variance decompositions from the vector autoregression model. The study …
Asymmetric connectedness among the G7 REITs market: How Important are Oil Returns, Climate Policy uncertainty, and Geopolitical Risks?
OM Ohikhuare, OJ Oyewole - Research in Economics, 2025 - Elsevier
This paper examines how global factors influence the asymmetric connectedness among G7
REITs markets. It hypothesizes that bearish markets may exhibit higher connectedness than …
REITs markets. It hypothesizes that bearish markets may exhibit higher connectedness than …
Housing search activity and quantiles-based predictability of housing price movements in the USA
R Gupta, D Moodley - International Journal of Housing Markets and …, 2024 - emerald.com
Purpose Recent evidence from a linear econometric framework infers that housing search
activity, captured from Google Trends data, can predict housing returns for the USA at a …
activity, captured from Google Trends data, can predict housing returns for the USA at a …
[PDF][PDF] Persistence of market conditions in real estate markets
P Anglin, Y Gao - 2024 - aeaweb.org
We show how using commonly reported measures of real estate market conditions can
improve the accuracy of price predictions. The standard model of competitive markets …
improve the accuracy of price predictions. The standard model of competitive markets …
Volatility Connectedness and Spillover of the US Median Home Sale Prices
S Batabyal, S Roy Chowdhury… - Available at SSRN …, 2024 - papers.ssrn.com
Purpose: This article investigates the connectedness effect of median home sale prices
across 44 US cities for a weekly dataset ranging from 2010 to 2023. We identify cities that …
across 44 US cities for a weekly dataset ranging from 2010 to 2023. We identify cities that …
[PDF][PDF] Housing search activity and quantiles-based predictability of housing price movements in the United States
R Gupta, D Moodley - Housing search activity and quantiles-based …, 2023 - zbw.eu
Recent evidence from a linear econometric framework, tend to suggest that housing search
activity, as captured from Google Trends data, can predict housing returns of the overall …
activity, as captured from Google Trends data, can predict housing returns of the overall …
Cracks in the system: Investigating the black swan's stock market fallout and behind-the-scenes government actions
AA Chaudhary, A Sharif, N Riaz… - … of Excellence in …, 2023 - journals.smarcons.com
The purpose of this investigation study is to analyse the economic crisis and the bankruptcy
risks faced by major banks. Additionally, to examine the government's response and the …
risks faced by major banks. Additionally, to examine the government's response and the …