Dynamic correlation: A tool hedging house-price risk?
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More about this item
KeywordsReal Estate; Time-Varying Risk; Time-Dependent Variance; Risk Premium; Risk Aversion; Housing Risk; Portfolio Choice; Ecological Rationality; Behavioral Economics; Bounded Rationality;
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
- R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
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