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Real estate bubble, lender optimism, disaster myopia, Asian financial crisis
Volatility, variance, skewness, kurtosis, market timing, asset management, asset allocation, portfolio management
Currency Crises, Markov Switching Models, Volatility
real estate bubble, lender optimism, disaster myopia, Asian financial crisis
forecast comparison, multivariate tests of equal predictive ability, Diebold–Mariano test, finite-sample correction
Vehicle quotas, licenses, auction theory, revenue equivalence
Econometric Forecasting, High-Frequency Data, Time Series, Seasonality, Compound Autoregressive Processes, Affine Processes, Macroeconomic Modeling, Evaluating Forecast Uncertainty, Financial Data Analysis
real estate, mortgage securitization, banking, instability, mortgage-backed securities, MBS markets, Asia
Currency crises, Financial markets, Banking sector, Regime Switching, Volatility
markov regime switching, fourier transformation, periodogram, power spectrum, asymptotics, simulation, boostrap
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Regional Economic Integration, Monetary Policy Cooperation, Exchange Rate Arrangements, Sequencing
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