Dynamic Asset Pricing in a System of Local Housing Markets
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Note: DOI: 10.1257/aer.100.2.368
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References listed on IDEAS
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Cited by:
- Amine Ouazad & Matthew E Kahn, 2022.
"Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(8), pages 3617-3665.
- Amine Ouazad & Matthew E. Kahn, 2019. "Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters," NBER Working Papers 26322, National Bureau of Economic Research, Inc.
- Britta Förster & Bernd Hayo, 2018.
"Monetary and Fiscal Policy in Times of Crisis: A New Keynesian Perspective in Continuous Time,"
Manchester School, University of Manchester, vol. 86(1), pages 21-48, January.
- Bernd Hayo & Britta Niehof, 2014. "Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time," MAGKS Papers on Economics 201455, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Joshua Graff Zivin & Matthew Neidell, 2013.
"Environment, Health, and Human Capital,"
Journal of Economic Literature, American Economic Association, vol. 51(3), pages 689-730, September.
- Joshua Graff Zivin & Matthew Neidell, 2013. "Environment, Health, and Human Capital," NBER Working Papers 18935, National Bureau of Economic Research, Inc.
- Liang Peng & Lei Zhang, 2021. "House Prices and Systematic Risk: Evidence from Microdata," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1069-1092, December.
- Bernd Hayo & Britta Niehof, 2014.
"Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model,"
MAGKS Papers on Economics
201421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Niehof, Britta & Hayo, Bernd, 2014. "Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100410, Verein für Socialpolitik / German Economic Association.
- Jairo A. Rendon, 2019. "Global And Regional Risks In Currency Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(08), pages 1-25, December.
- Hui, Eddie C.M. & Wang, Guangchen, 2015. "A new optimal portfolio selection model with owner-occupied housing," Applied Mathematics and Computation, Elsevier, vol. 270(C), pages 714-723.
- Robert Webb & Duncan Watson & Steven Cook, 2021. "Price adjustment in the London housing market," Urban Studies, Urban Studies Journal Limited, vol. 58(1), pages 113-130, January.
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
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