๐”– Bobbio Scriptorium
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Risk and Return in the U.S. Housing Market: A Cross-Sectional Asset-Pricing Approach

โœ Scribed by Susanne Cannon; Norman G. Miller; Gurupdesh S. Pandher


Book ID
109174731
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
407 KB
Volume
34
Category
Article
ISSN
1080-8620

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๐Ÿ“œ SIMILAR VOLUMES


Common risk factors in the U.S. and UK i
โœ Ilias Lekkos; Costas Milas ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 595 KB

## Abstract This paper produces evidence in support of the existence of common risk factors in the U.S. and UK interest rate swap markets. Using a multivariate smooth transition autoregression (STVAR) framework, we show that the dynamics of the U.S. and UK swap spreads are best described by a regim