Volume 21, Number 4, Winter 2018

All articles listed here are available for download in portable document format (PDF).

Articles

Link between Housing and Stock Markets: Evidence from OECD Using Asymmetry Analysis

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Mohsen Bahmani-Oskooee, Seyed Hesam Ghodsi

447 / 471

21

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2018

International Real Estate Review

Keywords

House Prices, Stock Prices, Nonlinear ARDL Approach, 18 OECD Countries.

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Articles

Pricing Mortgage-Backed Securities – First Hitting Time Approach

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Jing-Tang Tsay, Che-Chun Lin, Jerry T. Yang

419 / 446

22

4

2018

International Real Estate Review

Keywords

Mortgage-Backed Security, First Hitting Time, Prepayment, Default

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Market and Policy Paper

House Price Dispersion in Taipei Residential Communities

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Benedikt Fleischmann, Carsten Fritz, Steffen Sebastian

109 / 129

22

1

2019

International Real Estate Review

Keywords

Residential Communities, Price Dispersion, Multinomial Logistic Regression

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Articles

Interdependence of Securitized Real Estate in Frontier Markets

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Sulaiman T. Al-Abduljader

83 / 108

22

1

2019

International Real Estate Review

Keywords

Interdependence; Real Estate; Emerging Markets; GCC; Asymmetric Responses

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Articles

Using Threshold Estimation Technique to Measure Housing Wealth Effect in Different Income Levels

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Jinwoo Jung, Changha Jin

59 / 81

22

1

2019

International Real Estate Review

Keywords

Real Estate; Wealth Effect; Threshold Estimation; Income Levels

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Articles

Variations and Influences of Connectedness among US Housing Markets

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I-Chun Tsai, Che-Chun Lin

27 / 58

22

1

2019

International Real Estate Review

Keywords

US Housing Markets; Connectedness; Default Risk; Subprime Mortgage Crisis; Housing Market Risk

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Articles

Real Estate, Stocks, and Bonds as a Deflation Hedge

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Publication

Benedikt Fleischmann, Carsten Fritz, Steffen Sebastian

1 / 26

22

1

2019

International Real Estate Review

Keywords

Inflation-Hedging; Deflation; Real Estate Investments; House Pricesl

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Market and Policy Paper

Is the Office Market Overvalued? A Simple Framework Applied to France

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Publication

Jerome Coffinet, Etienne Kintzler

275 / 306

22

2

2019

International Real Estate Review

Keywords

Commercial Real Estate, Overvaluation, Office Market, Error-Correction Model

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Articles

On the Link between Value of the Dollar and Housing Production in the U.S.: Evidence from State Level Data

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International Real Estate Review

231 / 274

22

2

2019

International Real Estate Review

Keywords

House Permits, Exchange Rate, Asymmetry Analysis, The United States.

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Articles

Property Prices: How Effective is a Property-Purchasing Limitation Policy for Managing Affordability?

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Year

Publication

Hui An, Qianmiao Zou, Ying Zhang, Rakesh Gupta

197 / 229

22

2

2019

International Real Estate Review

Keywords

Housing Bubble, Property-Purchasing Limitation, Likelihood-Ratio (LR) Test, Vector Autoregression (VAR), China Housing Market

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