Housing as a Measure for the Long Run Risk in Asset Pricing
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Citations
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Cited by:
- Jaccard Ivan, 2011.
"Asset Pricing and Housing Supply in a Production Economy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-40, October.
- Jaccard, Ivan, 2012. "Asset pricing and housing supply in a production economy," Working Paper Series 1454, European Central Bank.
- Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2015.
"Comparing consumption-based asset pricing models: The case of an Asian city,"
Journal of Housing Economics, Elsevier, vol. 28(C), pages 18-41.
- Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2014. "Comparing Consumption-based Asset Pricing Models: The Case of an Asian City," MPRA Paper 60513, University Library of Munich, Germany.
- Edward R. Lawrence & John Geppert & Arun J. Prakash, 2009. "An Empirical Investigation of the Campbell-Cochrane Habit Utility Model," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5-6), pages 774-791.
- Edward R. Lawrence & John Geppert & Arun J. Prakash, 2009. "An Empirical Investigation of the Campbell‐Cochrane Habit Utility Model," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5‐6), pages 774-791, June.
- Stefano Corradin & José L. Fillat & Carles Vergara-Alert, 2014.
"Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 823-880.
- Stefano Corradin & José Fillat & Carles Vergara-Alert, 2010. "Optimal portfolio choice with predictability in house prices and transaction costs," Supervisory Research and Analysis Working Papers QAU10-2, Federal Reserve Bank of Boston.
- Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," Working Paper Series 1470, European Central Bank.
- Corradin, Stefano & Fillat, Jose L. & Vergara, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," IESE Research Papers D/948, IESE Business School.
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