Modeling the time varying volatility of housing returns: Further evidence from the U.S. metropolitan condominium markets-Reference-Cited by-同舟云学术

Modeling the time varying volatility of housing returns: Further evidence from the U.S. metropolitan condominium markets

Published:2019-04-22 Issue:1 Volume:38 Page:24-33
ISSN:1058-3300
Container-title:Review of Financial Economics
language:en
Short-container-title:Rev Financ Econ

Author:

Apergis Nicholas¹²,Payne James E.³^ORCID

Affiliation:

1. Department of Economics University of Piraeus Piraeus Greece

2. University of Derby Derby UK

3. Dean and Paul L. Foster and Alejandra de la Vega Foster Distinguished Chair in International Business Department of Economics and Finance College of Business Administration University of Texas at El Paso El Paso Texas

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/rfe.1063

Reference32 articles.

1. Dynamic co‐movements between economic policy uncertainty and housing market returns;Antonakakis N.;Journal of Real Estate Portfolio Management,2015

2. Convergence in condominium prices of major US metropolitan areas

3. Modeling the long memory behavior in U.S. house price volatility;Barros C. P.;Journal of Housing Research,2014

4. Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis

5. Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment

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