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Christian Hott

Personal Details

First Name:Christian
Middle Name:
Last Name:Hott
Suffix:
RePEc Short-ID:pho352
http://www.economic-advice.com/

Affiliation

Fächergruppe Volkswirtschaftslehre
Helmut Schmidt Universität Hamburg

Hamburg, Germany
http://www.hsu-hh.de/fgvwl/
RePEc:edi:egbwhde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Hott, Christian & Tran, Thi Xuyen, 2020. "NatCats and Insurance in a Developing Economy - New Theoretical and Empirical Evidence," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224551, Verein für Socialpolitik / German Economic Association.
  2. Hott, Christian, 2019. "Save or pay-as-you-go: The effcts of ageing on optimal retirement funding," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203642, Verein für Socialpolitik / German Economic Association.
  3. Hott, Christian, 2013. "Leverage and Risk Taking under Moral Hazard," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79960, Verein für Socialpolitik / German Economic Association.
  4. Hott, Christian, 2013. "A model of mortgage losses and its applications for macroprudential instruments," Discussion Papers 34/2013, Deutsche Bundesbank.
  5. Christian Hott & Dr. Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.
  6. Christian Hott, 2009. "Explaining House Price Fluctuations," Working Papers 2009-05, Swiss National Bank.
  7. Christian Hott, 2009. "Banks and Real Estate Prices," Working Papers 2009-08, Swiss National Bank.
  8. Karmann, Alexander & Greßmann, Oliver & Hott, Christian, 2002. "Contagion of currency crises: Some theoretical and empirical analysis," Research Notes 02-2, Deutsche Bank Research.
  9. Hott, Christian, 2001. "National vs. international welfare effects of horizontal mergers," Dresden Discussion Paper Series in Economics 10/01, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.

Articles

  1. Christian Hott, 2022. "Leverage and Risk Taking under Moral Hazard," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(2), pages 167-185, April.
  2. Kraehnert Kati & Habtemariam Lemlem Teklegiorgis & Fluhrer Svenja & Osberghaus Daniel & Hott Christian & Wätzold Frank & Hecker Lutz Philip, 2021. "Insurance Against Extreme Weather Events: An Overview," Review of Economics, De Gruyter, vol. 72(2), pages 71-95, August.
  3. Hott, Christian, 2015. "A model of mortgage losses and its applications for macroprudential instruments," Journal of Financial Stability, Elsevier, vol. 16(C), pages 183-194.
  4. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.
  5. Hott, Christian, 2009. "Herding behavior in asset markets," Journal of Financial Stability, Elsevier, vol. 5(1), pages 35-56, January.
  6. Christian Hott & Pierre Monnin, 2008. "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, vol. 36(4), pages 427-450, May.
  7. Christian Hott & André Kunkel, 2004. "An Ifo employment indicator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(06), pages 53-57, March.
  8. Christian Hott & André Kunkel, 2004. "Slightly improved borrowing climate," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(10), pages 41-42, May.
  9. Christian Hott & André Kunkel, 2003. "Bank lending policies," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(19), pages 51-54, October.

Chapters

  1. Christian Hott & André Kunkel & Gernot Nerb, 2007. "The Accuracy of Turning Point Predictions with the Ifo Business Climate," Chapters, in: Georg Goldrian (ed.), Handbook of Survey-Based Business Cycle Analysis, chapter 14, Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Hott, Christian, 2013. "A model of mortgage losses and its applications for macroprudential instruments," Discussion Papers 34/2013, Deutsche Bundesbank.

    Cited by:

    1. Siemsen, Thomas & Vilsmeier, Johannes, 2017. "A stress test framework for the German residential mortgage market: Methodology and application," Discussion Papers 37/2017, Deutsche Bundesbank.
    2. Barasinska, Nataliya & Haenle, Philipp & Koban, Anne & Schmidt, Alexander, 2019. "Stress testing the German mortgage market," Discussion Papers 17/2019, Deutsche Bundesbank.
    3. Christian Hott, 2022. "Leverage and Risk Taking under Moral Hazard," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(2), pages 167-185, April.
    4. Jose Torres-Pruñonosa & Pablo García-Estévez & Josep Maria Raya & Camilo Prado-Román, 2022. "How on Earth Did Spanish Banking Sell the Housing Stock?," SAGE Open, , vol. 12(1), pages 21582440221, March.
    5. Nataliya Barasinska & Philipp Haenle & Anne Koban & Alexander Schmidt, 2023. "No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(3), pages 369-399, December.
    6. Calani, Mauricio & Paillacar, Manuel, 2022. "The pass-through of loan-loss-provisioning on mortgage lending: Evidence from a regulatory change," Journal of Banking & Finance, Elsevier, vol. 135(C).
    7. Bocchio, Cecilia & Crook, Jonathan & Andreeva, Galina, 2023. "The impact of macroeconomic scenarios on recurrent delinquency: A stress testing framework of multi-state models for mortgages," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1655-1677.
    8. Falter, Alexander, 2019. "Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit," Discussion Papers 25/2019, Deutsche Bundesbank.

  2. Christian Hott & Dr. Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.

    Cited by:

    1. Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
    2. Michael D. Bordo & John Landon-Lane, 2013. "Does Expansionary Monetary Policy Cause Asset Price Booms; Some Historical and Empirical Evidence," NBER Working Papers 19585, National Bureau of Economic Research, Inc.
    3. Graeme O'Meara, 2015. "Housing Bubbles and Monetary Policy: A Reassessment," The Economic and Social Review, Economic and Social Studies, vol. 46(4), pages 521-565.
    4. Sofoklis Vogiazas & Constantinos Alexiou, 2017. "Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 45(1), pages 119-131, March.
    5. Colin C. Caines, 2016. "Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom," International Finance Discussion Papers 1181, Board of Governors of the Federal Reserve System (U.S.).
    6. in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014. "International capital flows and the boom-bust cycle in Spain," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 314-335.
    7. International Monetary Fund, 2012. "Côte d’Ivoire: Joint Staff Advisory Note on the Progress Report of the Poverty Reduction Strategy Paper," IMF Staff Country Reports 2012/184, International Monetary Fund.
    8. Kurowski, Łukasz Kamil & Rogowicz, Karol, 2017. "Negative interest rates as systemic risk event," Finance Research Letters, Elsevier, vol. 22(C), pages 153-157.
    9. Kristine Gevorgyan, 2015. "Analysis of Price Bubbles on the Czech Real Estate Market [Analýza cenových bublin na českém trhu s nemovitostmi]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(5), pages 45-63.
    10. Martin Komrska, 2015. "Rakouská teorie hospodářského cyklu: VAR analýza pro USA v letech 1978-2013 [The Austrian Business Cycle Theory: VAR Analysis for USA between 1978-2013]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(1), pages 57-73.
    11. Bergman, U. Michael & Sørensen, Peter Birch, 2021. "The interaction of actual and fundamental house prices: A general model with an application to Sweden," Journal of Housing Economics, Elsevier, vol. 54(C).
    12. Fernando Borraz & Gerardo Licandro & Jorge Ponce, 2012. "Precios de viviendas. una metodología para evaluar desvíos respecto a sus fundamentos," Documentos de trabajo 2012016, Banco Central del Uruguay.
    13. Nektarios Michail & Agorasti Patronidou & Ioanna Evangelou, 2021. "Does Household Behaviour Depend on Monetary Policy? Evidence from Cyprus," Working Papers 2021-01, Central Bank of Cyprus.
    14. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW Kiel).
    15. Snyder, Tricia Coxwell & Vale, Sofia, 2022. "House prices and household credit in the Eurozone: A single monetary policy with dissonant transmission mechanisms," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 243-256.
    16. LAI, Ping-fu (Brian) & CHAN, Ho Sum, 2014. "The Imminent Housing Collapse - Will History Repeat Itself?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(4), pages 63-104.
    17. Zhu, Bing & Betzinger, Michael & Sebastian, Steffen, 2017. "Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area," Journal of Housing Economics, Elsevier, vol. 37(C), pages 1-21.
    18. Martin Schneider, 2013. "Are Recent Increases of Residential Property Prices in Vienna and Austria Justified by Fundamentals?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 29-46.
    19. International Monetary Fund, 2013. "France: Financial Sector Assessment Program—Technical Note on Housing Prices and Financial Stability," IMF Staff Country Reports 2013/184, International Monetary Fund.
    20. Michel Bordo & John Lando-Lane, 2013. "Does Expansionary Monetary Policy Cause Asset Price Booms? Some Historical and Empirical Evidence," Working Papers Central Bank of Chile 710, Central Bank of Chile.
    21. Jorge Ponce, 2012. "Precio de fundamentos para las viviendas en Uruguay," Documentos de trabajo 2012017, Banco Central del Uruguay.
    22. Michael D. Bordo & John Landon-Lane, 2013. "What Explains House Price Booms?: History and Empirical Evidence," NBER Working Papers 19584, National Bureau of Economic Research, Inc.
    23. Jan Libich & Liam Lenten, 2022. "Hero or villain? The financial system in the 21st century," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 3-40, February.
    24. Peter Stalder, 2016. "Exchange Rate Shocks, Monetary Policy and Boom-Bust Cycles in the Housing Market: An Econometric Analysis for Switzerland," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 217-251, December.
    25. Peter Stalder, 2015. "Starker Franken und tiefe Zinsen: Wohin steuert der schweizerische Immobilienmarkt?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(4), pages 45-66, December.

  3. Christian Hott, 2009. "Explaining House Price Fluctuations," Working Papers 2009-05, Swiss National Bank.

    Cited by:

    1. Joël Vonlanthen, 2023. "Interest rates and real estate prices: a panel study," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-25, December.
    2. Elizabeth Steiner, 2010. "Estimating a stock-flow model for the Swiss housing market," Working Papers 2010-08, Swiss National Bank.
    3. Darius Kulikauskas, 2015. "Measuring fundamental housing prices in the Baltic States: empirical approach," ERES eres2015_31, European Real Estate Society (ERES).
    4. Lenarčič, Črt & Zorko, Robert & Herman, Uroš & Savšek, Simon, 2016. "A Primer on Slovene House Prices Forecast," MPRA Paper 103552, University Library of Munich, Germany.
    5. Fernando Borraz & Gerardo Licandro & Jorge Ponce, 2012. "Precios de viviendas. una metodología para evaluar desvíos respecto a sus fundamentos," Documentos de trabajo 2012016, Banco Central del Uruguay.
    6. Oestmann, Marco & Bennöhr, Lars, 2015. "Determinants of house price dynamics. What can we learn from search engine data?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113198, Verein für Socialpolitik / German Economic Association.
    7. Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012. "House price forecasts in times of crisis: Do forecasters herd?," Discussion Papers 318, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    8. Eleonora Granziera & Sharon Kozicki, 2012. "House Price Dynamics: Fundamentals and Expectations," Staff Working Papers 12-12, Bank of Canada.
    9. Christian Hott, 2009. "Banks and Real Estate Prices," Working Papers 2009-08, Swiss National Bank.
    10. Christian Pierdzioch & Jan Christoph Rülke & Georg Stadtmann, 2012. "House Price Forecasts, Forecaster Herding, and the Recent Crisis," IJFS, MDPI, vol. 1(1), pages 1-14, November.
    11. Jorge Ponce, 2012. "Precio de fundamentos para las viviendas en Uruguay," Documentos de trabajo 2012017, Banco Central del Uruguay.
    12. José Manuel Marqués & Luis Ángel Maza & Margarita Rubio, 2010. "A comparison of recent real estate cycles in Spain, the United States and the United Kingdom," Economic Bulletin, Banco de España, issue JAN, pages 93-104, January.

  4. Karmann, Alexander & Greßmann, Oliver & Hott, Christian, 2002. "Contagion of currency crises: Some theoretical and empirical analysis," Research Notes 02-2, Deutsche Bank Research.

    Cited by:

    1. Arias, Guillaume & Erlandsson, Ulf, 2004. "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers 2004:11, Lund University, Department of Economics.
    2. Karmann, Alexander & Maltritz, Dominik, 2003. "Sovereign risk in a structural approach: Evaluating sovereign ability-to-pay and probability of default," Dresden Discussion Paper Series in Economics 07/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.

Articles

  1. Kraehnert Kati & Habtemariam Lemlem Teklegiorgis & Fluhrer Svenja & Osberghaus Daniel & Hott Christian & Wätzold Frank & Hecker Lutz Philip, 2021. "Insurance Against Extreme Weather Events: An Overview," Review of Economics, De Gruyter, vol. 72(2), pages 71-95, August.

    Cited by:

    1. Michael Berlemann & Joel Methorst & Marcel Thum, 2022. "20 Jahre nach dem großen Hochwasser – Gefährdete Gemeinden für Einwohner attraktiver," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 29(04), pages 03-06, August.
    2. Belinda Storey & Sally Owen & Christian Zammit & Ilan Noy, 2024. "Insurance retreat in residential properties from future sea level rise in Aotearoa New Zealand," Climatic Change, Springer, vol. 177(3), pages 1-21, March.
    3. Liu, Tongxin & Shao, Jianfang & Wang, Xihui, 2022. "Funding allocations for disaster preparation considering catastrophe insurance," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).

  2. Hott, Christian, 2015. "A model of mortgage losses and its applications for macroprudential instruments," Journal of Financial Stability, Elsevier, vol. 16(C), pages 183-194.
    See citations under working paper version above.
  3. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.

    Cited by:

    1. Alessandra Canepa & Fawaz Khaled, 2018. "Housing, Housing Finance and Credit Risk," IJFS, MDPI, vol. 6(2), pages 1-23, May.
    2. Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
    3. Bond, Derek & Gallagher, Emer & Ramsey, Elaine, 2012. "A preliminary investigation of northern Ireland's housing market dynamics," MPRA Paper 39806, University Library of Munich, Germany.
    4. Escobari, Diego & Damianov, Damian & Bello, Andres, 2012. "A time series test to identify housing bubbles," MPRA Paper 44360, University Library of Munich, Germany.
    5. Hott, Christian, 2015. "A model of mortgage losses and its applications for macroprudential instruments," Journal of Financial Stability, Elsevier, vol. 16(C), pages 183-194.
    6. Robert N. Killins, 2020. "Real estate prices and banking performance: evidence from Canada," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(1), pages 78-98, January.
    7. Selim KAYHAN & Tayfur BAYAT, 2023. "Re-visiting exchange rate volatility – risk perception relation. New evidence from Fourier tests," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(636), A), pages 323-332, Autumn.
    8. Martins, António Miguel & Serra, Ana Paula & Stevenson, Simon, 2019. "Determinants of real estate bank profitability," Research in International Business and Finance, Elsevier, vol. 49(C), pages 282-300.
    9. Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017. "Macroprudential policy: A review," Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
    10. Youngkyung Ok & Jungmu Kim & Yuen Jung Park, 2019. "The Effect of Housing Prices on Bank Performance in Korea," Sustainability, MDPI, vol. 11(22), pages 1-14, November.
    11. Albulescu, C.T. & Bouri, E. & Tiwari, A.K. & Roubaud, D., 2020. "Quantile causality between banking stock and real estate securities returns in the US," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 251-260.
    12. Svante Mandell & Han-Suck Song & Abukar Warsame & Mats Wilhelmsson, 2011. "Bank Lending and House Prices in Sweden 1992-2010," ERES eres2011_91, European Real Estate Society (ERES).
    13. Tajik, Mohammad & Aliakbari, Saeideh & Ghalia, Thaana & Kaffash, Sepideh, 2015. "House prices and credit risk: Evidence from the United States," Economic Modelling, Elsevier, vol. 51(C), pages 123-135.
    14. Marcelo M. de Oliveira & Alexandre C. L. Almeida, 2014. "Testing for rational speculative bubbles in the Brazilian residential real-estate market," Papers 1401.7615, arXiv.org.
    15. Priti Mendiratta ARORA & Hema KAPUR & Ananya Ghosh DASTIDAR, 2023. "Credit, housing prices, expectations, and the macroeconomy. Evidence from developed and developing countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(636), A), pages 165-182, Autumn.
    16. Koetter, Michael & Marek, Philipp & Mavropoulos, Antonios, 2021. "Real estate transaction taxes and credit supply," Discussion Papers 04/2021, Deutsche Bundesbank.
    17. Goswami, Gautam & Tan, Sinan, 2012. "Pricing the US residential asset through the rent flow: A cross-sectional study," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2742-2756.
    18. Christian Hott & Dr. Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.
    19. Bhardwaj, Geetesh & Sengupta, Rajdeep, 2012. "Subprime mortgage design," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1503-1519.
    20. Mark Maurin & Michael Heinrich & Thomas Schreck & Tobias Just, 2016. "Characteristics of german foreclosed residential assets, their real values and discounts. An empirical study," ERES eres2016_114, European Real Estate Society (ERES).
    21. Molterer, Manuel, 2019. "Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 163-174.
    22. Frontczak, Robert & Rostek, Stefan, 2015. "Modeling loss given default with stochastic collateral," Economic Modelling, Elsevier, vol. 44(C), pages 162-170.
    23. Bos, Jaap & Li, Runliang, 2017. "Understanding the Trembles of Nature: How Do Disaster Experiences Shape Bank Risk Taking?," Research Memorandum 033, Maastricht University, Graduate School of Business and Economics (GSBE).
    24. Feng Min & Fenghua Wen & Jiayu Xu & Nan Wu, 2023. "Credit supply, house prices, and financial stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2088-2108, April.
    25. Jesse M. Keenan & Jacob T. Bradt, 2020. "Underwaterwriting: from theory to empiricism in regional mortgage markets in the U.S," Climatic Change, Springer, vol. 162(4), pages 2043-2067, October.
    26. Maximilian Zurek, 2022. "Real Estate Markets and Lending: Does Local Growth Fuel Risk?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 62(1), pages 27-59, October.
    27. Alam I. Asadov & Mansor H. Ibrahim, 2018. "Theoretical Impact Of Enhanced Musharakah Mutanaqisah Home Financing On Real Estate Prices," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 4(1), pages 133-160, August.

  4. Hott, Christian, 2009. "Herding behavior in asset markets," Journal of Financial Stability, Elsevier, vol. 5(1), pages 35-56, January.

    Cited by:

    1. G. Rejikumar & Aswathy Asokan-Ajitha & Sofi Dinesh & Ajay Jose, 2022. "The role of cognitive complexity and risk aversion in online herd behavior," Electronic Commerce Research, Springer, vol. 22(2), pages 585-621, June.
    2. Puput Tri Komalasari & Marwan Asri & Bernardinus M. Purwanto & Bowo Setiyono, 2022. "Herding behaviour in the capital market: What do we know and what is next?," Management Review Quarterly, Springer, vol. 72(3), pages 745-787, September.
    3. Mustapha El hami & Ahmed Hefnaoui, 2019. "Analysis of Herding Behavior in Moroccan Stock Market," Journal of Economics and Behavioral Studies, AMH International, vol. 11(1), pages 181-190.
    4. Ravi Kashyap, 2019. "Concepts, Components and Collections of Trading Strategies and Market Color," Papers 1910.02144, arXiv.org, revised Jan 2020.
    5. Dirk W.G.A. Broeders & Damiaan H.J. Chen & Peter A. Minderhoud & C.J. Willem Schudel, 2021. "Pension Funds' Herding," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 285-330, March.
    6. Kamada, Koichiro & Kurosaki, Tetsuo & Miura, Ko & Yamada, Tetsuya, 2022. "Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    7. Kizys, Renatas & Tzouvanas, Panagiotis & Donadelli, Michael, 2021. "From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions," International Review of Financial Analysis, Elsevier, vol. 74(C).
    8. Duygun, Meryem & Tunaru, Radu & Vioto, Davide, 2021. "Herding by corporates in the US and the Eurozone through different market conditions," Journal of International Money and Finance, Elsevier, vol. 110(C).
    9. M. Fern'andez-Mart'inez & M. A S'anchez-Granero & Mar'ia Jos'e Mu~noz Torrecillas & Bill McKelvey, 2016. "A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks," Papers 1601.04188, arXiv.org.
    10. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Centre for Economic Performance, LSE.
    11. Adams, Zeno & Füss, Roland & Gropp, Reint, 2014. "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 575-598, June.
    12. Ni, Yensen & Day, Min-Yuh & Huang, Paoyu & Yu, Shang-Ru, 2020. "The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    13. Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
    14. Kurz, Claudia & Kurz-Kim, Jeong-Ryeol, 2013. "What determines the dynamics of absolute excess returns on stock markets?," Economics Letters, Elsevier, vol. 118(2), pages 342-346.
    15. Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide, 2023. "Herding behavior and systemic risk in global stock markets," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 107-133.
    16. Wang, Yudong & Liu, Li & Gu, Rongbao & Cao, Jianjun & Wang, Haiyan, 2010. "Analysis of market efficiency for the Shanghai stock market over time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1635-1642.
    17. Ferri, Giovanni & Ploner, Matteo & Rizzolli, Matteo, 2021. "Trading fast and slow: The role of deliberation in experimental financial markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
    18. Lao, Paulo & Singh, Harminder, 2011. "Herding behaviour in the Chinese and Indian stock markets," Journal of Asian Economics, Elsevier, vol. 22(6), pages 495-506.
    19. King, Michael R. & Maier, Philipp, 2009. "Hedge funds and financial stability: Regulating prime brokers will mitigate systemic risks," Journal of Financial Stability, Elsevier, vol. 5(3), pages 283-297, September.
    20. Moatemri Ouarda & Abdelfatteh El Bouri & Olivero Bernard, 2013. "Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 3(1), pages 214-228.

  5. Christian Hott & Pierre Monnin, 2008. "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, vol. 36(4), pages 427-450, May.

    Cited by:

    1. Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
    2. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.
    3. Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2009. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," MPRA Paper 23514, University Library of Munich, Germany.
    4. Laurin Frederic, 2011. "The Real Estate Conundrum in the CEE Office Markets: Thinking Too Big?," EERC Working Paper Series 11/07e, EERC Research Network, Russia and CIS.
    5. Hott, Christian, 2015. "A model of mortgage losses and its applications for macroprudential instruments," Journal of Financial Stability, Elsevier, vol. 16(C), pages 183-194.
    6. Dirk Drechsel & Anne Kathrin Funk, 2017. "Time-Varying and Regional Dynamics in Swiss Housing Markets," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 153(1), pages 37-72, January.
    7. Kyungwon Kim & Jae Wook Song, 2018. "Managing Bubbles in the Korean Real Estate Market: A Real Options Framework," Sustainability, MDPI, vol. 10(8), pages 1-25, August.
    8. Dirk Drechsel, 2015. "Housing Cycles in Switzerland - A Time-Varying Approach," KOF Working papers 15-381, KOF Swiss Economic Institute, ETH Zurich.
    9. Fengyun Liu & Deqiang Liu & Reza Malekian & Zhixiong Li & Deqing Wang, 2017. "A measurement model for real estate bubble size based on the panel data analysis: An empirical case study," PLOS ONE, Public Library of Science, vol. 12(3), pages 1-26, March.
    10. Sofia F. Franco & W. Bowman Cutter, 2016. "The determinants of non-residential real estate values with special reference to local environmental goods," Nova SBE Working Paper Series wp603, Universidade Nova de Lisboa, Nova School of Business and Economics.
    11. Belke, Ansgar & Keil, Jonas, 2017. "Fundamental determinants of real estate prices: A panel study of German regions," Ruhr Economic Papers 731, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    12. Brzezicka, Justyna & Wisniewski, Radoslaw & Figurska, Marta, 2018. "Disequilibrium in the real estate market: Evidence from Poland," Land Use Policy, Elsevier, vol. 78(C), pages 515-531.
    13. Bergman, U. Michael & Sørensen, Peter Birch, 2021. "The interaction of actual and fundamental house prices: A general model with an application to Sweden," Journal of Housing Economics, Elsevier, vol. 54(C).
    14. Christian Hott & Dr. Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.
    15. Ling Zhang & Wenlong Bian & Hao Zhang, 2019. "Dissecting the myth of the house price in Chinese metropolises: allowing for behavioral heterogeneity among investors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 721-740, December.
    16. Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martínez-García & Adrienne Mack & Valerie Grossman, 2016. "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 419-449, November.
    17. Mimi Liu & Jeremy Clark, 2017. "The effect of the price or rental cost of housing on family size: a theoretical analysis with reference to New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 51(3), pages 281-301, September.
    18. Brent W. Ambrose & Piet Eichholtz & Thies Lindenthal, 2013. "House Prices and Fundamentals: 355 Years of Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 477-491, March.
    19. Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2011. "Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices," CeNDEF Working Papers 11-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    20. Monica Azqueta-Gavaldon & Gonzalo Azqueta-Gavaldon & Inigo Azqueta-Gavaldon & Andres Azqueta-Gavaldon, 2020. "Developing a real estate yield investment deviceusing granular data and machine learning," Papers 2008.02629, arXiv.org.
    21. Kouwenberg, Roy & Zwinkels, Remco, 2014. "Forecasting the US housing market," International Journal of Forecasting, Elsevier, vol. 30(3), pages 415-425.
    22. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016. "Losing Track of the Asset Markets: the Case of Housing and Stock," International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 435-492.
    23. John Fry & McMillan David, 2015. "Stochastic modelling for financial bubbles and policy," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1002152-100, December.
    24. Christian Hott, 2007. "Explaining house price fluctuations," Proceedings 1055, Federal Reserve Bank of Chicago.
    25. Christian Hott, 2009. "Banks and Real Estate Prices," Working Papers 2009-08, Swiss National Bank.
    26. Bell, Adrian R. & Brooks, Chris & Killick, Helen, 2022. "The first real estate bubble? Land prices and rents in medieval England c. 1300–1500," Research in International Business and Finance, Elsevier, vol. 62(C).
    27. Figurska Marta & Wisniewski Radoslaw, 2016. "Fundamental Analysis – Possiblity of Application on the Real Estate Market," Real Estate Management and Valuation, Sciendo, vol. 24(4), pages 35-46, December.
    28. Wai-Mun Chia & Mengling Li & Huanhuan Zheng, 2017. "Behavioral heterogeneity in the Australian housing market," Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 872-885, February.
    29. Chang, Yuk Ying & Anderson, Hamish & Shi, Song, 2018. "China and international housing price growth," China Economic Review, Elsevier, vol. 50(C), pages 294-312.
    30. Yuen-Meng Wong, 2016. "Malaysia REITs: First Decade Development and Returns Characteristics," International Real Estate Review, Global Social Science Institute, vol. 19(3), pages 371-409.
    31. Juan Huang & Geoffrey Qiping Shen, 2017. "Residential housing bubbles in Hong Kong: identification and explanation based on GSADF test and dynamic probit model," Journal of Property Research, Taylor & Francis Journals, vol. 34(2), pages 108-128, April.
    32. John Fry & Andrew Brint, 2017. "Bubbles, Blind-Spots and Brexit," Risks, MDPI, vol. 5(3), pages 1-15, July.
    33. Frederic Laurin & John-John D'Argensio & Thea Goginashvili, 2010. "The Real Estate Conundrum in the CEE Office Markets: Thinking Too Big?," Working Papers 10-001, International School of Economics at TSU, Tbilisi, Republic of Georgia.

  6. Christian Hott & André Kunkel, 2004. "An Ifo employment indicator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(06), pages 53-57, March.

    Cited by:

    1. Gaggermeier, Christian, 2006. "Indikatoren-Modelle zur Kurzfristprognose der Beschäftigung in Deutschland," IAB-Forschungsbericht 200606, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    2. Klaus Abberger, 2008. "The Ifo Employment Barometer: A "pressure gauge" for the German labour market," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(09), pages 19-22, May.
    3. Robert Lehmann, 2020. "The Forecasting Power of the ifo Business Survey," CESifo Working Paper Series 8291, CESifo.
    4. Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
    5. Robert Lehmann, 2010. "Der ostdeutsche Arbeitsmarkt: Kann das ifo Beschäftigungsbarometer dessen konjunkturelle Dynamik abbilden?," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(06), pages 27-32, December.
    6. Gerit Vogt, 2008. "Ein Beschäftigungsbarometer für die sächsische Wirtschaft," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 15(01), pages .41-43, February.
    7. Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88.

  7. Christian Hott & André Kunkel, 2004. "Slightly improved borrowing climate," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(10), pages 41-42, May.

    Cited by:

    1. André Kunkel, 2004. "Bank lending policies less restrictive," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(18), pages 24-26, September.

  8. Christian Hott & André Kunkel, 2003. "Bank lending policies," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(19), pages 51-54, October.

    Cited by:

    1. Artem Marjenko & Stefan Sauer & Klaus Wohlrabe, 2019. "Die neue Kredithürde: Hintergründe und Ergebnisse," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 72(18), pages 46-48, September.
    2. André Kunkel, 2004. "Bank lending policies less restrictive," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(18), pages 24-26, September.
    3. Haunschild, Ljuba, 2004. "Leasing in mittelständischen Unternehmen: Ergebnisse einer schriftlichen Befragung," Leasing - Wissenschaft & Praxis, Universität zu Köln, Forschungsinstitut für Leasing, vol. 2(3), pages 3-98.
    4. Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88.

Chapters

  1. Christian Hott & André Kunkel & Gernot Nerb, 2007. "The Accuracy of Turning Point Predictions with the Ifo Business Climate," Chapters, in: Georg Goldrian (ed.), Handbook of Survey-Based Business Cycle Analysis, chapter 14, Edward Elgar Publishing.

    Cited by:

    1. Klaus Abberger, 2004. "Nonparametric Regression and the Detection of Turning Points in the Ifo Business Climate," CESifo Working Paper Series 1283, CESifo.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2009-10-10 2012-07-23 2013-11-09 2015-02-22 2019-11-04. Author is listed
  2. NEP-URE: Urban and Real Estate Economics (5) 2009-10-10 2009-10-10 2012-07-23 2013-11-09 2015-02-22. Author is listed
  3. NEP-BAN: Banking (4) 2009-10-10 2013-11-09 2014-02-02 2015-02-22
  4. NEP-CBA: Central Banking (2) 2012-07-23 2015-02-22
  5. NEP-RMG: Risk Management (2) 2014-02-02 2015-02-22
  6. NEP-AGE: Economics of Ageing (1) 2019-11-04
  7. NEP-DGE: Dynamic General Equilibrium (1) 2019-11-04
  8. NEP-IAS: Insurance Economics (1) 2020-11-23
  9. NEP-MON: Monetary Economics (1) 2012-07-23
  10. NEP-SEA: South East Asia (1) 2020-11-23
  11. NEP-TRA: Transition Economics (1) 2020-11-23

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