Volatility in the Housing Market: Evidence on Risk and Return in theLondon Sub-market
The impact of volatility in housing market analysis is reconsidered via examinaton ofthe risk-return relationship in the London housing market is examined. In addition to providing thefirst empirical results for the relationship between risk (as measured by volatility) and returns forthis submarket,...
Main Authors: | Steve Cook, Duncan Watson |
---|---|
Format: | Article |
Language: | English |
Published: |
AIMS Press
2017-10-01
|
Series: | Quantitative Finance and Economics |
Subjects: | |
Online Access: | http://www.aimspress.com/QFE/article/1645/fulltext.html |
Similar Items
-
Two Essays on American Housing Markets: the Determinants of Housing Value Volatility and the Ownership Decision of Manufactured Housing
by: Zhou, Yu
Published: (2009) -
Causality between economic policy uncertainty and real housing returns in emerging economies: A cross-sample validation approach
by: Goodness C. Aye
Published: (2018-01-01) -
On price co-movement and volatility spillover effects in China’s housing markets
by: Yingliang Weng, et al.
Published: (2017-07-01) -
SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN
by: Murteza Sanjarani Pour, et al.
Published: (2013-11-01) -
Modelling Volatility of the Market Returns of Jordanian Banks: Empirical Evidence Using GARCH framework
by: Hamed Ahmad Almahadin, et al.
Published: (2016-08-01)