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Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust
16 references·1 citing·43 second hop
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust (2014)Can Housing Risk Be Diversified? A Cautio…Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)Housing Market Dynamics: On t…The big short: inside the doomsday machine (2010)The big short: inside the doo…The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)The Consequences of Mortgage …Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics (2007)Jumps in Financial Markets: A…Market Integration and Contagion (2005)Market Integration and Contag…Assessing High House Prices: Bubbles, Fundamentals and Misperceptions (2005)Assessing High House Prices: …Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Why Do Markets Move Together?…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The World Price of Covariance Risk (1991)The World Price of Covariance…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…Commercial Bank Failures During the Great Recession: The Real (Estate) Story (2013)Commercial Bank Failures Duri…Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Risk and Predictability of International Equity Returns (1993)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Common Risk Factors in Currency Markets (2011)Stock return variances (1986)Mean reversion in stock prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Trying to Explain Home Bias in Equities and Consumption (1999)A Rational Expectations Model of Financial Contagion (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Emerging markets finance (2003)International Stock Return Comovements (2005)Capital flows, push versus pull factors and the global financial crisis (2012)Credit Rationing in Markets with Imperfect Information (1981)House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis (2011)Liquidity risk management and credit supply in the financial crisis (2011)Household Balance Sheets, Consumption, and the Economic Slump* (2013)The Efficiency of the Market for Single-Family Homes (1988)Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)Chapter 49 Evidence on the nature and sources of agglomeration economies (2004)Housing supply and housing bubbles (2008)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Credit Supply and the Price of Housing (2015)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)Does financial liberalization spur growth? (2005)Competition and Financial Stability (2004)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
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  • 1991The World Price of Covariance Risk1,139 cited
  • 2005Market Integration and Contagion1,061 cited
  • 2005Assessing High House Prices: Bubbles, Fundamentals and Misperceptions1,051 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited
  • 2007Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics864 cited
  • 2015Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗751 cited
  • 1981On the Effects of Barriers to International Investment699 cited

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  • 2010The big short: inside the doomsday machine694 cited
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    • 2013Commercial Bank Failures During the Great Recession: The Real (Estate) Story22 cited