... of this study is to investigate how real estate market volatility responds to monetary policy uncertainty. Design/methodology/approach The GARCH-MIDAS model is applied in this study to investigate the nexus between monetary policy uncertainty and real estate market volatility. This model was fundamentally...

... 08 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only House prices Housing market analysis G7 countries Volatility Forecasting MF-DFA technique In today’s world, the housing sector is considered one of the assets that serve...

...Josephine Dufitinema To the best of the author’s knowledge, this is the first study that evaluates the volatility of the Finnish housing market in general, and by using data on both municipal and geographical level, particularly. Finland House prices Volatility EGARCH Returns GARCH-M...

...Musa Alkali; Ibrahim Sipan; Muhammad Najib Razali Purpose The purpose of this paper is to determine the effect of negative information on the volatility of real estate residential prices in Abuja, Nigeria. Design/methodology/approach The empirical research covers a sample period of 17 years...

... at: teeza.kaulihowa@gmail.com 12 10 2018 17 12 2018 24 12 2018 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only In the Namibian context, house prices have been volatile over the years. For one thing, Sunde and Muzindutsi (2017) noted...

...Chyi Lin Lee Purpose The purpose of this paper is to examine the housing price volatility for eight capital cities in Australia over 1987‐2007. Specifically, the volatility of Australian housing and its determinants were investigated. Design/methodology/approach An exponential‐generalised...