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Keywords: United States of America
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Journal Articles
Systematic risk pricing and investment performance of UK and US property markets
Available to Purchase
Journal of European Real Estate Research (2012) 5 (1): 66–87.
Published: 04 May 2012
... changes in GDP. Terry Grissom can be contacted at: tvg2@u.washington.edu © Emerald Group Publishing Limited 2012 United Kingdom United States of America Capital markets Property marketing Arbitrage Systematic risk and pricing cycles Statistical arbitrage Integrated and segmented...
Journal Articles
House prices, disposable income and permanent and temporary shocks: The NZ, UK and US experience
Available to Purchase
Journal of European Real Estate Research (2012) 5 (1): 5–28.
Published: 04 May 2012
... and deterministic components. Design/methodology/approach Using quarterly data over 1973‐2008, two‐variable systems of house prices and income are specified for three major house‐owning economies: New Zealand (NZ), the United Kingdom (UK) and the United States of America (USA). Findings NZ and UK housing...
