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House prices and rents: An equilibrium asset pricing approach
16 references·14 citing·35 second hop
House prices and rents: An equilibrium asset pricing approach (2006)House prices and rents: An equilibrium as…Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)Housing Market Dynamics: On t…Comparing Wealth Effects: The Stock Market versus the Housing Market (2005)Comparing Wealth Effects: The…Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)Loss Aversion and Seller Beha…Comparing Wealth Effects: The Stock Market Versus the Housing Market (2001)Comparing Wealth Effects: The…Booms and Busts in the UK Housing Market (1997)Booms and Busts in the UK Hou…Intertemporal Asset Pricing Without Consumption Data (1992)Intertemporal Asset Pricing W…House Price Dynamics: The Role of Tax Policy and Demography (1991)House Price Dynamics: The Rol…Nonexpected Utility in Macroeconomics (1990)Nonexpected Utility in Macroe…The baby boom, the baby bust, and the housing market (1989)The baby boom, the baby bust,…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)Tax Subsidies to Owner-Occupi…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…Real estate as a common risk factor in the financial sector: International evidence (2019)Real estate as a common risk …Housing price dynamics and bubble risk: the case of Turkey (2017)Housing price dynamics and bu…House prices, expectations, and time-varying fundamentals (2014)House prices, expectations, a…The dynamic correlation and volatility of real estate price and rental: an application of MSV model (2011)The dynamic correlation and v…The Spanish Economy in EMU: The First Ten Years (2009)The Spanish Economy in EMU: T…Determinants of House Prices in Nine Asia-Pacific Economies (2009)Determinants of House Prices …Real Estate Markets and Bank Distress (2008)Real Estate Markets and Bank …Determinants of House Prices in Nine Asia-Pacific Economies (2008)Determinants of House Prices …House Prices and Bubbles in New Zealand (2007)House Prices and Bubbles in N…Fundamental Real Estate Prices: An Empirical Estimation with International Data (2007)Fundamental Real Estate Price…Asset-Based Reserve Requirements: A New Monetary Policy Instrument for Targeting Diverging Real Estate Prices in the Euro Area (2007)Asset-Based Reserve Requireme…Was There A British House Price Bubble? 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this work references cited by second hop

References

  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 2001Loss Aversion and Seller Behavior: Evidence from the Housing Market1,627 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1984Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach1,270 cited
  • 2005Comparing Wealth Effects: The Stock Market versus the Housing Market1,109 cited
  • 1990Nonexpected Utility in Macroeconomics986 cited
  • 1989The baby boom, the baby bust, and the housing market966 cited
  • 1992Intertemporal Asset Pricing Without Consumption Data954 cited
  • 2015Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗751 cited
  • 2001Comparing Wealth Effects: The Stock Market Versus the Housing Market732 cited
  • 1997Booms and Busts in the UK Housing Market

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606 cited
  • 1991House Price Dynamics: The Role of Tax Policy and Demography594 cited
  • Cited by

    • 2006Was There A British House Price Bubble? Evidence from a Regional Panel132 cited
    • 2009Determinants of House Prices in Nine Asia-Pacific Economies118 cited
    • 2017Housing price dynamics and bubble risk: the case of Turkey116 cited
    • 2007Fundamental Real Estate Prices: An Empirical Estimation with International Data110 cited
    • 2008Determinants of House Prices in Nine Asia-Pacific Economies91 cited
    • 2006The Interaction between House Prices and Loans for House Purchase: The Spanish Case72 cited
    • 2014House prices, expectations, and time-varying fundamentals70 cited
    • 2007House Prices and Bubbles in New Zealand69 cited
    • 2008Real Estate Markets and Bank Distress53 cited
    • 2005The Role of Global Risk Aversion in Explaining Latin American Sovereign Spreads47 cited
    • 2009The Spanish Economy in EMU: The First Ten Years46 cited
    • 2019Real estate as a common risk factor in the financial sector: International evidence28 cited
    • 2011The dynamic correlation and volatility of real estate price and rental: an application of MSV model27 cited
    • 2007Asset-Based Reserve Requirements: A New Monetary Policy Instrument for Targeting Diverging Real Estate Prices in the Euro Area12 cited