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 …

We analyze whether a news-based measure of economic policy uncertainty (EPU) helps
predict movements in real housing returns. We find evidence of structural breaks and …

Purpose–This paper aims to investigate Lithuanian house price changes. Its twin
motivations are the importance of information on future house price movements to sector …

Purpose Extensive studies have investigated the relation between risk and return in the
stock and major asset markets, whereas little studies have been done for housing …

Purpose This paper aims to analyze and give directions for advancing research in stock
market volatility highlighting its features, structural breaks and emerging developments. This …

This paper hypothesizes that the increase in money supply induced by rapid economic
growth leads to strong investment demand in the Taiwanese housing market. A threshold …

Purpose–This paper aims to use Markov switching vector auto regression (MSVAR)
methods to examine UK house price cycles in UK regions at NUTS1 level. There is …

This paper differs from previous research by examining the existence of structural breaks in
the UK regional house prices as well as in the prices of the different property types (flats …

In this study, we examine the volatility pattern of Australian housing prices over an extended
time frame. A component-generalized autoregressive conditional heteroscedasticity (C …

Purpose This paper aims to test the volatility and analyses the macroeconomic determinants
of house price volatility in Namibia over the period 2007 Quarter 1 to 2017 Quarter 2. It …