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Dynamic Asset Pricing in a System of Local Housing Markets

Author

Listed:
  • Patrick Bayer
  • Bryan Ellickson
  • Paul B. Ellickson

Abstract

No abstract is available for this item.

Suggested Citation

  • Patrick Bayer & Bryan Ellickson & Paul B. Ellickson, 2010. "Dynamic Asset Pricing in a System of Local Housing Markets," American Economic Review, American Economic Association, vol. 100(2), pages 368-372, May.
  • Handle: RePEc:aea:aecrev:v:100:y:2010:i:2:p:368-72
    Note: DOI: 10.1257/aer.100.2.368
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    File URL: http://www.aeaweb.org/articles.php?doi=10.1257/aer.100.2.368
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    References listed on IDEAS

    as
    1. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Joshua Graff Zivin & Matthew Neidell, 2013. "Environment, Health, and Human Capital," Journal of Economic Literature, American Economic Association, vol. 51(3), pages 689-730, September.
    2. repec:eee:apmaco:v:270:y:2015:i:c:p:714-723 is not listed on IDEAS

    More about this item

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
    • R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets

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