P.O. Box 242
Reading RG6 6BA
University of Reading - ICMA Centre
in Total Papers Downloads
intrinsic bubbles, rational bubbles, rents, US residential real estate market
speculative bubbles, real estate, regime-switching, regional spillovers
periodically collapsing speculative bubbles, spillovers, contagion, REITs, real estate
funding liquidity, market liquidity, liquidity shocks, speculative bubble, trading
Long-only commodity portfolio, term structure portfolio, commodity risk, cross-section of equity returns
Leading indicator, US rents, turning point forecasting, direction prediction
house prices, monetary policy, Markov switching model, macroeconomic drivers
Credit default swap spreads, iTraxx, Forecasting, Markov switching, Market efficiency, Technical trading rules
bubble, property market, residential
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