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Equilibrium Correlations of Asset Price and Return · Study

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ArticleEquilibrium Correlations of Asset Price and Return

Charles Ka Yui Leung2007

OA

Articlegreen2007

Equilibrium Correlations of Asset Price and Return

Charles Ka Yui Leung

81 citations·0/0 files stored·The Journal of Real Estate Finance and Economics

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Economic theories and models Financial Markets and Investment Strategies Housing Market and Economics

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References

1978Asset Prices in an Exchange Economy 1991Long-Run Policy Analysis and Long-Run Growth 1989Recursive Methods in Economic Dynamics 1993Introduction to Multiple Time Series Analysis 1988The Efficiency of the Market for Single-Family Homes 2000Recursive Macroeconomic Theory 1998Arbitrage Theory in Continuous Time 1995Frontiers of Business Cycle Research

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2007Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy

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Details

Year2007

Typearticle

Published2007-02-01

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations81

Files0 public / 0

ShelfEconomic theories and models

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doi10.1007/s11146-007-9009-y

openalex_workW2058819230

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