Feb 4, 2018 · European Real Estate Risk and Spillovers: Regime Switching Approach · 1 Introduction · 2 Methodology · 3 Data · 4 Empirical Result · 5 Conclusions.

An international version of the ICAPM is employed to measure and examine the relationship between each of the 13 European national real estate returns and ...

We propose newly developed unsmoothing techniques for appraisal-based real estate returns based on a regime-switching Threshold Autoregressive (TAR) model. We ...

Title: European Real Estate Risk and Spillovers: Regime Switching Approach. Authors: Nisara Wongutai · Woraphon Yamaka · Roengchai Tansuchat.

Article "European Real Estate Risk and Spillovers: Regime Switching Approach" Detailed information of the J-GLOBAL is an information service managed by the ...

European Real Estate Risk and Spillovers: Regime Switching Approach. © 2018, Springer International Publishing AG, part of Springer Nature.

EXECUTIVE SUMMARY. Since the early 2000s, globalisation in financial markets has been increasing, affecting the risk-return patterns.

The RRE risk assessment methodology consists of three steps. Step 0 – Analysis of the cyclical position of residential real estate markets. Characterising the ...

This paper explores the relationship between environmental, social and governance (ESG) information and systemic risk, an increasingly important issue for both ...

Apr 15, 2024 · We propose a volatility spillover network to analyze risk contagion direction, path, and intensity under supply-demand relationships when important events ...