U.S. Housing Market Volatility
The first chapter considers the determinants of U.S. housing market volatility. With volatility defined as the sample variance of home value monthly returns during a given quarter, a model of volatility from equilibrium in the housing market is derived. Supply and demand effects on housing return vo...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
OpenSIUC
2012
|
| Online Access: | https://opensiuc.lib.siu.edu/dissertations/517 https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=1517&context=dissertations |