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Twin peaks in equity and housing prices?

Citations

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Cited by:

  1. Clara Martínez Toledano, 2020. "House Price Cycles, Wealth Inequality and Portfolio Reshuffling," World Inequality Lab Working Papers hal-02876979, HAL.
  2. Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123, Central Bank of Chile.
  3. Nikolay Hristov & Markus Roth, 2019. "Uncertainty Shocks and Financial Crisis Indicators," CESifo Working Paper Series 7839, CESifo.
  4. Singh, Bhupal & Nadkarni, Avadhoot R., 2020. "Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  5. Kostas Tsatsaronis & Haibin Zhu, 2004. "What drives housing price dynamics: cross-country evidence," BIS Quarterly Review, Bank for International Settlements, March.
  6. Peter Hördahl & Frank Packer, 2007. "Understanding asset prices: an overview," BIS Papers, Bank for International Settlements, number 34.
  7. Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
  8. Drehmann, Mathias & Juselius, Mikael, 2014. "Evaluating early warning indicators of banking crises: Satisfying policy requirements," International Journal of Forecasting, Elsevier, vol. 30(3), pages 759-780.
  9. Andrew Filardo & Claudio E. V. Borio, 2004. "Back to the future? Assessing the deflation record," BIS Working Papers 152, Bank for International Settlements.
  10. Gabriel Aparici & Fernando Sepúlveda, 2010. "Household Credit Markets During the Financial Crisis of 2008/2009," Working Papers Central Bank of Chile 591, Central Bank of Chile.
  11. repec:cnb:ocpubc:fsr1415/2 is not listed on IDEAS
  12. José Cerón & Javier Suarez, 2006. "Hot and Cold Housing Markets: International Evidence," Working Papers wp2006_0603, CEMFI.
  13. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  14. Elizabeth Steiner, 2010. "Estimating a Stock-Flow Model for the Swiss Housing Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 601-627, September.
  15. Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
  16. Ivan Jaccard, 2006. "Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle," 2006 Meeting Papers 574, Society for Economic Dynamics.
  17. Alessio Ciarlone, 2015. "House price cycles in emerging economies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(1), pages 17-52, March.
  18. Maria Socorro Gochoco-Bautista, 2008. "Asset prices and monetary policy: booms and fat tails in East Asia," BIS Working Papers 243, Bank for International Settlements.
  19. Hana Hejlová & Michal Hlaváček & Luboš Komárek, . "A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-17.
  20. Martínez-García, Enrique & Grossman, Valerie, 2020. "Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world," Journal of International Money and Finance, Elsevier, vol. 101(C).
  21. Jaimes Caruana, 2013. "Measuring Systemic Risk," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 9, Edward Elgar Publishing.
  22. Claudio E. V. Borio, 2006. "Monetary and prudential policies at a crossroads? New challenges in the new century," BIS Working Papers 216, Bank for International Settlements.
  23. Osborne, Jenny, 2005. "Housing in the Euro Area Twelve Markets One Money," Quarterly Bulletin Articles, Central Bank of Ireland, pages 87-114, October.
  24. Bracke, Philippe, 2013. "How long do housing cycles last? A duration analysis for 19 OECD countries," Journal of Housing Economics, Elsevier, vol. 22(3), pages 213-230.
  25. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
  26. Davis, E. Philip & Zhu, Haibin, 2011. "Bank lending and commercial property cycles: Some cross-country evidence," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 1-21, February.
  27. Haibin Zhu, 2005. "The importance of property markets for monetary policy and financial stability," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 9-29, Bank for International Settlements.
  28. Borio, Claudio & Filardo, Andrew J., 2004. "Looking back at the international deflation record," The North American Journal of Economics and Finance, Elsevier, vol. 15(3), pages 287-311, December.
  29. Productivity Commission, 2004. "First Home Ownership," Others 0410007, University Library of Munich, Germany.
  30. Thierry Bracke & Matthieu Bussière & Michael Fidora & Roland Straub, 2010. "A Framework for Assessing Global Imbalances," The World Economy, Wiley Blackwell, vol. 33(9), pages 1140-1174, September.
  31. Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  32. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Are Asia-Pacific Housing Prices Too High For Comfort?," Working Papers 2008-11, Monetary Policy Group, Bank of Thailand.
  33. Andrés Sagner, 2009. "Determinantes del Precio de Viviendas en Chile," Working Papers Central Bank of Chile 549, Central Bank of Chile.
  34. Hana Hejlová & Michal Hlaváček & Luboš Komárek, 2017. "A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 269-285.
  35. Eloisa T. Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2011. "Determinants of House Prices in Nine Asia-Pacific Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 163-204, September.
  36. Yung Chul Park, 2011. "The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies," Macroeconomics Working Papers 23252, East Asian Bureau of Economic Research.
  37. Clara Martínez Toledano, 2020. "House Price Cycles, Wealth Inequality and Portfolio Reshuffling," Working Papers hal-02876979, HAL.
  38. Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
  39. Ferrara, L. & Koopman, S J., 2010. "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers 275, Banque de France.
  40. Bryan Hardy & Goetz von Peter, 2023. "Global liquidity: a new phase?," BIS Quarterly Review, Bank for International Settlements, December.
  41. Don Nakonthab & Chatsurang Karnchanasai & Suchote Piemchon, 2004. "Bank lending, the housing market, and risks: A test for financial fragility," Working Papers 2004-02, Monetary Policy Group, Bank of Thailand.
  42. Agnello, Luca & Schuknecht, Ludger, 2011. "Booms and busts in housing markets: Determinants and implications," Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
  43. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011. "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper 37043, University Library of Munich, Germany.
  44. Elod Takats, 2010. "Ageing and asset prices," BIS Working Papers 318, Bank for International Settlements.
  45. Claudio E. V. Borio & Philip Lowe, 2004. "Securing sustainable price stability: should credit come back from the wilderness?," BIS Working Papers 157, Bank for International Settlements.
  46. Agustín S. Bénétrix & Barry Eichengreen & Kevin H. O'Rourke, 2012. "How housing slumps end [Financial institutions and markets across countries and over time: data and analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 27(72), pages 647-692.
  47. Eric Parrado H. / & Paulo Cox P. & Marcelo Fuenzalida C., 2009. "Evolution of Housing Prices in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(1), pages 51-68, April.
  48. Oikarinen, Elias, 2006. "Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data," Discussion Papers 1004, The Research Institute of the Finnish Economy.
  49. Borio, Claudio, 2006. "Monetary and financial stability: Here to stay?," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3407-3414, December.
  50. McCarthy, Yvonne & McQuinn, Kieran, 2017. "Credit conditions in a boom and bust property market: Insights for macro-prudential policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 171-182.
  51. Le, Thai-Ha, 2015. "Do soaring global oil prices heat up the housing market? Evidence from Malaysia," Economics Discussion Papers 2015-8, Kiel Institute for the World Economy (IfW Kiel).
  52. Claudio Borio & Mathias Drehmann, 2009. "Assessing the risk of banking crises - revisited," BIS Quarterly Review, Bank for International Settlements, March.
  53. Clerc, L., 2007. "Understanding Asset Prices: Determinants and Policy Implications," Working papers 168, Banque de France.
  54. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Determinants of house prices in nine Asia-Pacific economies," BIS Working Papers 263, Bank for International Settlements.
  55. Ming‐Chi Chen & Chia‐Chien Chang & Shih‐Kuei Lin & So‐De Shyu, 2010. "Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 399-422, June.
  56. Clara Martínez Toledano, 2020. "House Price Cycles, Wealth Inequality and Portfolio Reshuffling," PSE Working Papers hal-02876979, HAL.
  57. Le Roux, Julien & Roma, Moreno, 2019. "Accuracy and determinants of self-assessed euro area house prices," Working Paper Series 2328, European Central Bank.
  58. Chia-Chien Chang & Wei-Yi Huang & So-De Shyu, 2012. "Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 846-868, November.
  59. Ott, Hervé, 2014. "Will euro area house prices sharply decrease?," Economic Modelling, Elsevier, vol. 42(C), pages 116-127.
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