Dynamic co-movements between economic policy uncertainty and housing market returns

N Antonakakis, R Gupta, C André - Journal of Real Estate Portfolio …, 2015 - Taylor & Francis
The financial crisis that followed the meltdown of the US subprime mortgage market and the
subsequent Great Recession were characterized by exceptionally large falls in house …

20 Years of research on real estate bubbles, risk and exuberance: a bibliometric analysis

S Li, J Liu, J Dong, X Li - Sustainability, 2021 - mdpi.com
Since the 2008 global financial crisis, the study of real estate risks, bubbles and exuberance
has attracted a lot of attention, which is of great significance to the government, enterprises …

Effect of increasing the rental housing supply on house prices: Evidence from China's large and medium-sized cities

Y Li, Y Qi, L Liu, Y Hou, S Fu, J Yao, D Zhu - Land Use Policy, 2022 - Elsevier
Balancing the housing supply structure is important for the healthy development of the real
estate market. China has invested considerable effort in improving the rental housing market …

Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries

C André, LA Gil-Alana, R Gupta - Applied Economics, 2014 - Taylor & Francis
Housing price-to-income and price-to-rent ratios are among the most widely monitored
indicators of housing market conditions. While these ratios tend to fluctuate around a …

The global financial crisis: Is there any contagion between real estate and equity markets?

EC Hui, KKK Chan - Physica A: Statistical Mechanics and its Applications, 2014 - Elsevier
This study examines contagion across equity and securitized real estate markets of Hong
Kong, US and UK during the global financial crisis by the Forbes–Rigobon, coskewness and …

Fundamentals and market sentiment in housing market

Z Wang, EC Hui - Housing, Theory and Society, 2017 - Taylor & Francis
The primary purpose of this study was to explore the predictive power of sentiment on three
market indicators (price, rent and transaction volume) in the housing market. Using an …

Exploring spatiotemporal dynamics in a housing market using the spatial vector autoregressive Lasso: A case study of Seoul, Korea

C Jin, G Lee - Transactions in GIS, 2020 - Wiley Online Library
House prices fluctuate spatiotemporally and when influential changes from a region happen,
the effects spread out in space over time. Although many studies have introduced various …

Are the global real estate markets contagious?

ECM Hui, KKK Chan - International Journal of Strategic Property …, 2012 - Taylor & Francis
The aim of this paper is to investigate the contagion across real estate markets of four
countries: Hong Kong, China, US and UK, during the financial tsunami in 2008. We use the …

The effect of the price or rental cost of housing on family size: a theoretical analysis with reference to New Zealand

M Liu, J Clark - New Zealand Economic Papers, 2017 - Taylor & Francis
We investigate the effect of higher house prices or rental costs on family size. We provide a
static model of a household's choice of family size assuming constant elasticity of …

The European sovereign debt crisis: contagion across European real estate markets

ECM Hui, KKK Chan - Journal of Property Research, 2013 - Taylor & Francis
This paper aims to investigate the contagion across European securitised real estate
markets during the European sovereign debt crisis by the Forbes–Rigobon test, the …