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Citations for "Prices and Trading Volume in the Housing Market: A Model with Downpayment Effects"

by Jeremy C. Stein

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  1. Fracois Ortalo-Magne & Sven Rady, 2000. "Why are Housing Prices so Volatile? Income Shocks in a Stochastic Heterogeneous-Agents Model," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1352, Econometric Society.
  2. Charles Ka-yui Leung & Dandan Feng, 2004. "Testing Alternative Theories of Property Price-Trading Volume with Commercial Real Estate Market Data," Departmental Working Papers, Chinese University of Hong Kong, Department of Economics _159, Chinese University of Hong Kong, Department of Economics.
  3. Sing, Tien-Foo & Tsai, I-Chun & Chen, Ming-Chi, 2006. "Price dynamics in public and private housing markets in Singapore," Journal of Housing Economics, Elsevier, Elsevier, vol. 15(4), pages 305-320, December.
  4. Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing high house prices: bubbles, fundamentals, and misperceptions," Staff Reports, Federal Reserve Bank of New York 218, Federal Reserve Bank of New York.
  5. Genesove, David & Han, Lu, 2012. "Search and matching in the housing market," Journal of Urban Economics, Elsevier, vol. 72(1), pages 31-45.
  6. Charles Ka Yui Leung & Jun Zhang, 2011. "¡§Fire Sales¡¨ in Housing Market: Is the House- Search Process Similar to a Theme Park Visit?," International Real Estate Review, Asian Real Estate Society, Asian Real Estate Society, vol. 14(3), pages 311-329.
  7. Oikarinen, Elias, 2009. "Interaction between housing prices and household borrowing: The Finnish case," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(4), pages 747-756, April.
  8. Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy, 2004. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," Econometric Society 2004 North American Summer Meetings, Econometric Society 430, Econometric Society.
  9. Wayne Archer & David Ling & Brent C Smith, 2010. "Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 40(1), pages 41-61, January.
  10. David Genesove & Christopher J. Mayer, 1993. "Equity and time to sale in the real estate market," Working Papers, Federal Reserve Bank of Boston 93-6, Federal Reserve Bank of Boston.
  11. Akkoyun, H. Cagri & Arslan, Yavuz & Kanik, Birol, 2013. "Housing prices and transaction volume," Journal of Housing Economics, Elsevier, Elsevier, vol. 22(2), pages 119-134.
  12. Ronan Lyons, 2012. "Search costs, sorting and “property ladder†effects: Evidence from the valuation of amenities," ERSA conference papers ersa12p511, European Regional Science Association.
  13. Rodney Ramcharan & Skander Van den Heuvel & Stephane Verani, 2013. "From Wall Street to main street: the impact of the financial crisis on consumer credit supply," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-10, Board of Governors of the Federal Reserve System (U.S.).
  14. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers, University of Nevada, Las Vegas , Department of Economics 1004, University of Nevada, Las Vegas , Department of Economics.
  15. Todd Sinai & Nicholas S. Souleles, 2005. "Owner-Occupied Housing as a Hedge Against Rent Risk," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 120(2), pages 763-789, May.
  16. Andrew Benito, 2006. "How does the down-payment constraint affect the UK housing market?," Bank of England working papers 294, Bank of England.
  17. Barberis, Nicholas & Xiong, Wei, 2012. "Realization utility," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(2), pages 251-271.
  18. Jorge Martínez Pagés & Luis Ángel Maza, 2003. "Analysis of house prices in Spain," Banco de Espa�a Working Papers 0307, Banco de Espa�a.
  19. Sven Rady, 2001. "Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints," FMG Discussion Papers, Financial Markets Group dp375, Financial Markets Group.
  20. Hallberg, Daniel & Johansson, Per, 2002. "Turnover and Price in the Housing Market: Causation, Association or Independence?," Working Paper Series, Uppsala University, Department of Economics 2002:12, Uppsala University, Department of Economics.
  21. L. Rachel Ngai & Silvana Tenreyro, 2013. "Hot and cold seasons in the housing market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 54251, London School of Economics and Political Science, LSE Library.
  22. Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute.
  23. Fernando Ferreira & Joseph Gyourko & Joseph Tracy, 2011. "Housing Busts and Household Mobility: An Update," NBER Working Papers 17405, National Bureau of Economic Research, Inc.
  24. Markus Haavio and Heikki Kauppi, 2001. "Housing Markets, Liquidity Constraints and Labor Mobility," Computing in Economics and Finance 2001, Society for Computational Economics 186, Society for Computational Economics.
  25. Raphael Bergoeing & Felipe Morandé & Raimundo Soto., . "Asset prices in Chile: facts and fads," ILADES-Georgetown University Working Papers, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines inv115, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  26. S. Wong & C. Yiu & K. Chau, 2013. "Trading Volume-Induced Spatial Autocorrelation in Real Estate Prices," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 46(4), pages 596-608, May.
  27. Su Han Chan & Fang Fang & Jing Yang, 2008. "Presales, Financing Constraints and Developers?Production Decisions," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 30(3), pages 345-376.
  28. Luci Ellis & Laura Berger-Thomson, 2004. "Housing Construction Cycles and Interest Rates," Econometric Society 2004 Australasian Meetings, Econometric Society 335, Econometric Society.
  29. David Genesove & Christopher Mayer, 2001. "Loss Aversion And Seller Behavior: Evidence From The Housing Market," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 116(4), pages 1233-1260, November.
  30. Ralph Setzer & Paul van den Noord & Guntram B. Wolff, 2010. "Heterogeneity in money holdings across euro area countries: the role of housing," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 407, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  31. Jakob B Madsen, 2011. "A Repayment Model of House Prices," Development Research Unit Working Paper Series, Monash University, Department of Economics 09-11, Monash University, Department of Economics.
  32. Karl E. Case & Christopher J. Mayer, 1995. "Housing Price Dynamics Within a Metropolitan Area," NBER Working Papers 5182, National Bureau of Economic Research, Inc.
  33. Kevin Hjortshøj O'Rourke & Augustin S. Benetrix and Barry Eichengreen, 2011. "How Housing Slumps End," Economics Series Working Papers 577, University of Oxford, Department of Economics.
  34. Sniekers, F.J.T., 2014. "The order of buying and selling: Multiple equilibria in the housing market," CeNDEF Working Papers 14-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  35. Chris Downing & Richard Stanton & Nancy Wallace, 2003. "An empirical test of a two-factor mortgage valuation model: how much do house prices matter?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2003-42, Board of Governors of the Federal Reserve System (U.S.).
  36. Catarina Figueira & John Glen & Joseph Nellis, 2005. "A Dynamic Analysis of Mortgage Arrears in the UK Housing Market," Urban/Regional, EconWPA 0509006, EconWPA.
  37. de Wit, Erik R. & Englund, Peter & Francke, Marc K., 2013. "Price and transaction volume in the Dutch housing market," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 43(2), pages 220-241.
  38. Gervais, Martin, 2002. "Housing taxation and capital accumulation," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(7), pages 1461-1489, October.
  39. Charles Ka Yui Leung & Nan-Kuang Chen, 2006. "Intrinsic Cycles of Land Price: A Simple Model," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 28(3), pages 293-320.
  40. Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," NBER Working Papers 8816, National Bureau of Economic Research, Inc.
  41. Brunnermeier, Markus K & Julliard, Christian, 2007. "Money Illusion and Housing Frenzies," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6183, C.E.P.R. Discussion Papers.
  42. Joseph Nichols, 2004. "A Life-cycle Model with Housing, Portfolio Allocation, and Mortgage Financing," Econometric Society 2004 North American Winter Meetings, Econometric Society 205, Econometric Society.
  43. Dorsey, Robert E. & Hu, Haixin & Mayer, Walter J. & Wang, Hui-chen, 2010. "Hedonic versus repeat-sales housing price indexes for measuring the recent boom-bust cycle," Journal of Housing Economics, Elsevier, Elsevier, vol. 19(2), pages 75-93, June.
  44. Miki Seko & Kazuto Sumita & Michio Naoi, 2012. "Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks under the Recourse Loan System," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 45(1), pages 63-87, June.
  45. Ho, Lok Sang & Wong, Gary Wai-chung, 2009. "The first step on the housing ladder: A natural experiment in Hong Kong," Journal of Housing Economics, Elsevier, Elsevier, vol. 18(1), pages 59-67, March.
  46. Spiegel, Matthew, 1999. "Housing Return and Construction Cycles," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley qt8647j8gq, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
  47. Siu Wong & C. Yiu & K. Chau, 2012. "Liquidity and Information Asymmetry in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 45(1), pages 49-62, June.
  48. Dufrénot, G. & Malik, S., 2010. "The changing role of house price dynamics over the business cycle," Working papers, Banque de France 309, Banque de France.
  49. Elizabeth Laderman & Wayne Passmore, 1998. "Is mortgage lending by savings associations special?," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 30-46.
  50. Anglin, Paul M., 2004. "How long does it take to buy one house and sell another?," Journal of Housing Economics, Elsevier, Elsevier, vol. 13(2), pages 87-100, June.
  51. Chan, Sewin, 2001. "Spatial Lock-in: Do Falling House Prices Constrain Residential Mobility?," Journal of Urban Economics, Elsevier, vol. 49(3), pages 567-586, May.
  52. Sewin Chan, 1998. "Spatial Lock-in: Do Falling House Prices Constrain Residential Mobility?," Departmental Working Papers, Rutgers University, Department of Economics 199816, Rutgers University, Department of Economics.
  53. Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, 05.
  54. Steven C. BOURASSA & Donald R. HAURIN & Jessica L. HAURIN & Martin HOESLI & Jian SUN, 2005. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," FAME Research Paper Series, International Center for Financial Asset Management and Engineering rp160, International Center for Financial Asset Management and Engineering.
  55. Engelhardt, Gary V., 2003. "Nominal loss aversion, housing equity constraints, and household mobility: evidence from the United States," Journal of Urban Economics, Elsevier, vol. 53(1), pages 171-195, January.
  56. Arce, Oscar & López-Salido, J David, 2006. "House Prices, Rents and Interest Rates Under Collateral Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5689, C.E.P.R. Discussion Papers.
  57. von Lilienfeld-Toal, Ulf & Mookherjee, Dilip, 2011. "How Did the US Housing Slump Begin? The Role of the 2005 Bankruptcy Reform," Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48726, Verein für Socialpolitik / German Economic Association.
  58. Lee, Nai Jia & Ong, Seow Eng, 2005. "Upward mobility, house price volatility, and housing equity," Journal of Housing Economics, Elsevier, Elsevier, vol. 14(2), pages 127-146, June.
  59. Yong Tu & Seow Ong & Ying Han, 2009. "Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 38(3), pages 254-274, April.
  60. Óscar J. Arce & J. David López-Salido, 2008. "Housing bubbles," Banco de Espa�a Working Papers 0815, Banco de Espa�a.
  61. Owen Lamont & Jeremy C. Stein, 1999. "Leverage and House-Price Dynamics in U.S. Cities," RAND Journal of Economics, The RAND Corporation, vol. 30(3), pages 498-514, Autumn.
  62. Fernando Ferreira & Joseph Gyourko & Joseph Tracy, 2008. "Housing busts and household mobility," Staff Reports, Federal Reserve Bank of New York 350, Federal Reserve Bank of New York.
  63. Leung, Charles Ka Yui & Zhang, Jun, 2011. "“Fire Sales” in housing market: is the house-searching process similar to a theme park visit?," MPRA Paper 29127, University Library of Munich, Germany.
  64. Shing-Yi Wang, 2011. "State Misallocation and Housing Prices: Theory and Evidence from China," American Economic Review, American Economic Association, American Economic Association, vol. 101(5), pages 2081-2107, August.
  65. Lee, Gabriel S., 1999. "Housing Investment Dynamics, Period of Production, and Adjustment Costs," Journal of Housing Economics, Elsevier, Elsevier, vol. 8(1), pages 1-25, March.
  66. Quigley, John M., 2002. "Transactions Costs and Housing Markets," Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy qt6pz8p6zt, Berkeley Program on Housing and Urban Policy.
  67. Shleifer, Andrei & Vishny, Robert W, 1997. " The Limits of Arbitrage," Journal of Finance, American Finance Association, American Finance Association, vol. 52(1), pages 35-55, March.
  68. Jonathan Halket & Michael Amior, 2012. "Do Households Use Homeownership To Insure Themselves? Evidence Across U.S. Cities," Economics Discussion Papers, University of Essex, Department of Economics 718, University of Essex, Department of Economics.
  69. Krainer, John, 2001. "A Theory of Liquidity in Residential Real Estate Markets," Journal of Urban Economics, Elsevier, vol. 49(1), pages 32-53, January.
  70. Christopher J. Mayer, 1993. "A model of real estate auctions versus negotiated sales," Working Papers, Federal Reserve Bank of Boston 93-3, Federal Reserve Bank of Boston.
  71. Andrew Caplin & John Leahy, 2011. "Trading Frictions and House Price Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43, pages 283-303, October.
  72. John Krainer, 1999. "Real estate liquidity," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 14-26.
  73. Gary Engelhardt, 2001. "Nominal Loss Aversion, Housing Equity Constraints, and Household Mobility: Evidence from the United States," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 42, Center for Policy Research, Maxwell School, Syracuse University.
  74. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 139-158.
  75. Jan Rouwendal, 2009. "Housing Wealth and Household Portfolios in an Ageing Society," De Economist, Springer, Springer, vol. 157(1), pages 1-48, March.
  76. Goswami, Gautam & Tan, Sinan, 2012. "Pricing the US residential asset through the rent flow: A cross-sectional study," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(10), pages 2742-2756.
  77. Ceron, Jose A. & Suarez, Javier, 2006. "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5411, C.E.P.R. Discussion Papers.
  78. Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," NBER Working Papers 5146, National Bureau of Economic Research, Inc.
  79. Luci Ellis, 2005. "Disinflation and the dynamics of mortgage debt," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 5-20 Bank for International Settlements.
  80. Charles K. Y. Leung & Garion C. K. Lau & Youngman C. F. Leong, 2002. "Testing Alternative Theories of the Property Price-Trading Volume Correlation," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 23(3), pages 253-264.
  81. Sergey Drobyshevsky & Elena Pikulina, 2011. "Analysis of Potential “Bubble” on Russia’s Real Estate Market," Working Papers 0029, Gaidar Institute for Economic Policy, revised 2012.
  82. Leung, Charles, 2004. "Macroeconomics and housing: a review of the literature," Journal of Housing Economics, Elsevier, Elsevier, vol. 13(4), pages 249-267, December.
  83. Morris A. Davis & Stijn Van Nieuwerburgh, 2014. "Housing, Finance and the Macroeconomy," NBER Working Papers 20287, National Bureau of Economic Research, Inc.
  84. Ren, Yu & Xiong, Cong & Yuan, Yufei, 2012. "House price bubbles in China," China Economic Review, Elsevier, Elsevier, vol. 23(4), pages 786-800.
  85. Jan Rouwendal & Mark van Duijn, 2013. "Diverging house prices," ERSA conference papers ersa13p822, European Regional Science Association.
  86. Carin van der Cruijsen & David-Jan Jansen & Maarten van Rooij, 2014. "The rose-colored glasses of homeowners," DNB Working Papers, Netherlands Central Bank, Research Department 421, Netherlands Central Bank, Research Department.
  87. Ono, Arito & Uchida, Hirofumi & Udell, Gregory & Uesugi, Iichiro, 2013. "A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market," Working Paper Series 19, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  88. Paul E. Carrillo & Erik Robert De Wit & William D. Larson, 2012. "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands," Working Papers, The George Washington University, Institute for International Economic Policy 2012-11, The George Washington University, Institute for International Economic Policy.
  89. repec:wyi:journl:002167 is not listed on IDEAS
  90. Yun W. Park & Doo Won Bang, 2013. "Valuation of Brokers over Real Estate Cycles: Korean Evidence," International Real Estate Review, Asian Real Estate Society, Asian Real Estate Society, vol. 16(2), pages 166-188.
  91. Paul S. Willen, 2014. "Evaluating Policies to Prevent another Crisis: An Economist’s View," NBER Working Papers 20100, National Bureau of Economic Research, Inc.
  92. Tin Cheuk Leung & Kwok Ping Tsang, 2010. "Anchoring and Loss Aversion in the Housing Market: Implications on Price Dynamics," Working Papers e07-20, Virginia Polytechnic Institute and State University, Department of Economics.
  93. Elul, Ronel, 2008. "Collateral, credit history, and the financial decelerator," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 17(1), pages 63-88, January.
  94. Chen, Jie, 2006. "Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden," Journal of Housing Economics, Elsevier, Elsevier, vol. 15(4), pages 321-348, December.
  95. Hanna Augustyniak & Joanna Waszczuk & Krzysztof Olszewski & Jacek Łaszek, 2013. "To rent or to buy – analysis of housing tenure choice determined by housing policy," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 164, National Bank of Poland, Economic Institute.
  96. Jacob L. Vigdor, 2004. "Liquidity Constraints and Housing Prices: Theory and Evidence from the VA Mortgage," NBER Working Papers 10611, National Bureau of Economic Research, Inc.
  97. Vigdor, Jacob L., 2006. "Liquidity constraints and housing prices: Theory and evidence from the VA Mortgage Program," Journal of Public Economics, Elsevier, Elsevier, vol. 90(8-9), pages 1579-1600, September.
  98. Li Gan & Qinghua Zhang, 2006. "The Thick Market Effect on Housing Markets Transactions," NBER Working Papers 12134, National Bureau of Economic Research, Inc.
  99. Leonardo Hernández & Klaus Schmidt-Hebbel, 2001. "Banking, financial integration, and international crises : an overview," Working Papers Central Bank of Chile, Central Bank of Chile 100, Central Bank of Chile.
  100. Matteo Iacoviello & Raoul Minetti, 2002. "The Credit Channel of Monetary Policy: Evidence from the Housing Market," Boston College Working Papers in Economics, Boston College Department of Economics 541, Boston College Department of Economics, revised 29 Aug 2003.
  101. Masanori Kashiwagi, . "Sunspots and Self-Fulfilling Beliefs in the U.S. Housing Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
  102. Modestino, Alicia Sasser & Dennett, Julia, 2013. "Are American homeowners locked into their houses? The impact of housing market conditions on state-to-state migration," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 43(2), pages 322-337.
  103. Deo Bardhan, Ashok & Datta, Rajarshi & Edelstein, Robert H. & Sau Kim, Lum, 2003. "A tale of two sectors: Upward mobility and the private housing market in Singapore," Journal of Housing Economics, Elsevier, Elsevier, vol. 12(2), pages 83-105, June.
  104. Oikarinen, Elias, 2008. "Interaction between Housing Prices and Household Borrowing in Finland," Discussion Papers, The Research Institute of the Finnish Economy 1145, The Research Institute of the Finnish Economy.
  105. repec:tcd:tcduee:tep051 is not listed on IDEAS
  106. Atif Mian & Amir Sufi, 2008. "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis," NBER Working Papers 13936, National Bureau of Economic Research, Inc.
  107. Sewin Chan, 1995. "Residential Mobility and Mortgages," NBER Working Papers 5181, National Bureau of Economic Research, Inc.
  108. Einiö, Mikko & Kaustia, Markku & Puttonen, Vesa, 2008. "Price setting and the reluctance to realize losses in apartment markets," Journal of Economic Psychology, Elsevier, Elsevier, vol. 29(1), pages 19-34, February.
  109. Martijn I. Dröes & W.H.J. Hassink, 2009. "Sale price expectations and mortgage commitment: inaccuracy versus price setting behaviour," Working Papers, Utrecht School of Economics 09-24, Utrecht School of Economics.
  110. Ronel Elul, 2005. "Collateral, credit history, and the financial decelerator," Working Papers 05-23, Federal Reserve Bank of Philadelphia.
  111. David Ling & Gianluca Marcato & Pat McAllister, 2009. "Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 39(3), pages 359-383, October.
  112. Jomadar, Dinesh, 2009. "Litigations, Damages And Solutions In Residential Mortgage-Backed Securities," MPRA Paper 29253, University Library of Munich, Germany, revised 30 Jun 2009.
  113. Ailinca, Alina Georgeta & Milea, Camelia & Iordache, Floarea, 2012. "Theoretical And Practical Aspects Regarding The Exchange Rate And The Equilibrium Exchange Rate In Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", Centre of Financial and Monetary Research "Victor Slavescu", vol. 16(3), pages 112-125.
  114. Chan, Sewin, 1996. "Residential mobility and mortgages," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 26(3-4), pages 287-311, June.
  115. Atif R. Mian & Amir Sufi, 2009. "House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis," NBER Working Papers 15283, National Bureau of Economic Research, Inc.
  116. Bank for International Settlements, 2012. "Operationalising the selection and application of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 48.
  117. Ortalo-Magne, Francois & Rady, Sven, 2004. "Housing transactions and macroeconomic fluctuations: a case study of England and Wales," Journal of Housing Economics, Elsevier, Elsevier, vol. 13(4), pages 287-303, December.
  118. Matthew Spiegel, 1999. "Housing Return And Construction Cycles," Yale School of Management Working Papers, Yale School of Management ysm114, Yale School of Management, revised 01 Mar 2001.
  119. Takatoshi Ito & Tokuo Iwaisako, 1995. "Explaining Asset Bubbles in Japan," NBER Working Papers 5358, National Bureau of Economic Research, Inc.
  120. Michal Hlavacek & Lubos Komarek, 2009. "Housing Price Bubbles and their Determinants in the Czech Republic and its Regions," Working Papers, Czech National Bank, Research Department 2009/12, Czech National Bank, Research Department.
  121. Oikarinen, Elias, 2012. "Empirical evidence on the reaction speeds of housing prices and sales to demand shocks," Journal of Housing Economics, Elsevier, Elsevier, vol. 21(1), pages 41-54.
  122. Geetesh Bhardwaj & Rajdeep Sengupta, 2008. "Where's the smoking gun? a study of underwriting standards for US subprime mortgages," Working Papers, Federal Reserve Bank of St. Louis 2008-036, Federal Reserve Bank of St. Louis.
  123. John Krainer & Mark Spiegel & Nobuyoshi Yamori, 2005. "Asset price declines and real estate market illiquidity: evidence from Japanese land values," Working Paper Series, Federal Reserve Bank of San Francisco 2004-16, Federal Reserve Bank of San Francisco.
  124. Eisfeldt, Andrea L. & Rampini, Adriano A., 2006. "Capital reallocation and liquidity," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(3), pages 369-399, April.
  125. Yuval Arbel & Danny Ben-Shahar & Eyal Sulganik, 2009. "Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 39(3), pages 316-335, October.
  126. Hyun-Soo Choi & Harrison Hong & Jeffrey Kubik & Jeffrey P. Thompson, 2014. "When Real Estate is the Only Game in Town," NBER Working Papers 19798, National Bureau of Economic Research, Inc.
  127. Elizabeth Laderman & Wayne Passmore, 2000. "Do Savings Associations Have a Special Commitment to Housing?," Journal of Financial Services Research, Springer, Springer, vol. 17(1), pages 41-68, February.
  128. Anenberg, Elliot, 2011. "Loss aversion, equity constraints and seller behavior in the real estate market," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 41(1), pages 67-76, January.
  129. Benito, Andrew, 2006. "The down-payment constraint and UK housing market: Does the theory fit the facts?," Journal of Housing Economics, Elsevier, Elsevier, vol. 15(1), pages 1-20, March.
  130. Li Gan & Qinghua Zhang, 2013. "Market Thickness and the Impact of Unemployment on Housing Market Outcomes," NBER Working Papers 19564, National Bureau of Economic Research, Inc.
  131. Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal, 2012. "Do arbitrageurs amplify economic shocks?," Journal of Financial Economics, Elsevier, Elsevier, vol. 103(3), pages 454-470.
  132. Oikarinen, Elias, 2009. "Household borrowing and metropolitan housing price dynamics - Empirical evidence from Helsinki," Journal of Housing Economics, Elsevier, Elsevier, vol. 18(2), pages 126-139, June.