The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Year of publication: |
[2021]
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Authors: | Van Eyden, Reneé ; Gupta, Rangan ; André, Christophe ; Sheng, Xin |
Publisher: |
Hong Kong : City University of Hong Kong, College of Business, Department of Economics & Finance |
Subject: | Uncertainty | Housing Returns and Volatility | Dynamic Factor Model | Panel Data Estimation | US State-Level Data | USA | United States | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | Risiko | Risk | Immobilienpreis | Real estate price |
Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
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Series: | Global Research Unit working paper. - Hong Kong : Department of Economics and Finance, ZDB-ID 3078268-5. - Vol. # 2021, 008 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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