The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?
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DOI: 10.1016/j.regsciurbeco.2011.03.010
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- Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?," MPRA Paper 32255, University Library of Munich, Germany.
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Citations
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Cited by:
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"Macro Aspects of Housing,"
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- Kuang-Liang Chang & Charles Ka Yui Leung, 2021. "How did the asset markets change after the Global Financial Crisis?," GRU Working Paper Series GRU_2021_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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- 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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More about this item
Keywords
House price; International transmission mechanism; Regime-switching; Regime-dependent response; Two-stage procedure;All these keywords.
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
Statistics
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