House Price Dynamics and Bank Herding: European Empirical Evidence-Reference-Cited by-同舟云学术

House Price Dynamics and Bank Herding: European Empirical Evidence

Published:2020-07-02 Issue:3 Volume:42 Page:365-396
ISSN:0896-5803
Container-title:Journal of Real Estate Research
language:en
Short-container-title:Journal of Real Estate Research

Author:

Martins António Miguel¹²^ORCID,Serra Ana Paula³⁴,Vitorino Martins Francisco⁴,Stevenson Simon⁵

Affiliation:

1. Universidade da Madeira Faculdade de Ciencias Sociais, Caminho da Penteada, Funchal, Portugal

2. CEEAplA, Ponta Delgada, Azores, Portugal;

3. CEF.UP, Porto, Portugal;

4. Faculdade de Economia do Porto, Universidade do Porto, Porto, Portugal;

5. College of Built Environments, University of Washington, Seattle, WA, USA

Funder

Fundação para a Ciência e a Tecnologia

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/08965803.2020.1840897

Reference66 articles.

1. Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios*

2. Too many to fail—An analysis of time-inconsistency in bank closure policies

3. House prices and rents: An equilibrium asset pricing approach

4. Baddeley, M. (2005). Housing bubbles, herds and frenzies: Evidence from British housing markets (CCEPP Policy Brief No. 02-05). Cambridge Centre for Economic and Public Policy.

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