Bing Zhu

University of Reading - Henley Business School

Greenlands

Henley, RG9 3AU

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

359

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Correlated Risk and Volatility Spillovers across U.S. Regional Housing Markets

Number of pages: 32 Posted: 13 Sep 2009 Last Revised: 29 May 2013
University of Reading - Henley Business School, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Downloads 188 (164,403)

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Spatial autocorrelation, volatility spillover effects, contagion, dynamic panel estimation, GARCH process

2.

Spatial Dependence in Asset Pricing Models

Number of pages: 37 Posted: 30 Sep 2016
Bing Zhu and Stanimira Milcheva
University of Reading - Henley Business School and University College London
Downloads 90 (290,261)

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Spatial factor model, asset pricing, listed real estate companies, weight matrix.

3.

Asset Pricing, Spatial Linkages and Contagion in Real Estate Stocks

Number of pages: 42 Posted: 30 Sep 2016 Last Revised: 31 Aug 2017
Stanimira Milcheva and Bing Zhu
University College London and University of Reading - Henley Business School
Downloads 80 (312,077)

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Spatial CAPM, Systemic Risk, Idiosyncratic Risk, Contagion, Spillovers, Listed Property Returns, Economic Integration

Spatial Linkages in Returns and Volatilities Among U.S. Regional Housing Markets

Real Estate Economics, Vol. 41, Issue 1, pp. 29-64, 2013
Number of pages: 36 Posted: 26 Feb 2013
University of Reading - Henley Business School, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Downloads 1 (697,564)
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Spatial Linkages in Returns and Volatilities Among U.S. Regional Housing Markets

Real Estate Economics, Vol. 41, No. 1, 29-64.
Posted: 02 Sep 2011 Last Revised: 12 Oct 2013
University of Reading - Henley Business School, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate

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Spatial autocorrelation, volatility spillover effects, contagion, dynamic panel estimation, GARCH process

5.

New Evidence on Housing Wealth and Consumption Channels

The Journal of Real Estate Finance and Economics, January 2019, Volume 58, Issue 1, pp 51–79
Posted: 15 May 2019
University of Reading - Henley Business School, California State University, Fullerton, Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Regensburg - International Real Estate Business School (IREBS)

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Consumption; Housing wealth; Home-equity credit; Liquidity constraint

6.

The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices

Journal of Real Estate Finance and Economics, Vol. 42, No. 4, 2011
Posted: 09 Feb 2011
University of Reading - Henley Business School, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate

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Spatial regression, Hedonic price model, Anisotropic spatial correlation, Simultaneous autoregressive model, Housing market