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Applied Financial Economics Volume 21, 2011 - Issue 10
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Original Articles

Risk–return relationships and asymmetric adjustment in the UK housing market

Bruce Morley Department of Economics and International Development, University of Bath, Bath BA2 7AY, UKCorrespondence[email protected]
&
Dennis Thomas School of Management and Business, Aberystwyth University, Aberystwyth, Ceredigion SY23 3DD, UK
Pages 735-742 | Published online: 12 Feb 2011

Citations (16)

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Read on this site (4)

Pin-Te Lin. (2022) Intertemporal Risk-Return Relationship in Housing Markets. Journal of Real Estate Research 44:3, pages 331-354.
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Josephine Dufitinema. (2021) Stochastic volatility forecasting of the Finnish housing market. Applied Economics 53:1, pages 98-114.
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Pin-te Lin & Franz Fuerst. (2014) Volatility Clustering, Risk-Return Relationship, and Asymmetric Adjustment in the Canadian Housing Market. Journal of Real Estate Portfolio Management 20:1, pages 37-46.
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M K Ocran & I Anyikwa. (2013) Trends and Volatility in Residential Property Prices in South Africa. Studies in Economics and Econometrics 37:1, pages 55-74.
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Articles from other publishers (12)

Önder BÜBERKÖKÜ. (2021) Risk-Getiri İlişkisinin Analizi: Türkiye Örneği. Finans Ekonomi ve Sosyal Araştırmalar Dergisi 6:1, pages 14-38.
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Josephine Dufitinema. (2020) Volatility clustering, risk-return relationship and asymmetric adjustment in the Finnish housing market. International Journal of Housing Markets and Analysis 13:4, pages 661-688.
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Nicholas Apergis & James E. Payne. (2019) Modeling the time varying volatility of housing returns: Further evidence from the U.S. metropolitan condominium markets. Review of Financial Economics 38:1, pages 24-33.
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Josephine Dufitinema & Seppo Pynnönen. (2019) Long-range dependence in the returns and volatility of the Finnish housing market. Journal of European Real Estate Research 13:1, pages 29-54.
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Paraskevi Katsiampa & Kyriaki Begiazi. (2019) An empirical analysis of the Scottish housing market by property type. Scottish Journal of Political Economy 66:4, pages 559-583.
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Wang Li Wong, Chin Lee & Seow Shin Koong. (2019) Housing prices in peninsular Malaysia: supported by income, foreign inflow or speculation?. International Journal of Housing Markets and Analysis 12:3, pages 424-441.
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Kyriaki Begiazi & Paraskevi Katsiampa. (2018) Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis. The Journal of Real Estate Finance and Economics 58:2, pages 290-309.
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Nikolaos Antonakakis, Ioannis Chatziantoniou, Christos Floros & David Gabauer. (2018) The dynamic connectedness of UK regional property returns. Urban Studies 55:14, pages 3110-3134.
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Steve Cook & Duncan Watson. (2018) Volume effects in the London housing market. International Journal of Housing Markets and Analysis 11:3, pages 586-602.
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Chyi Lin Lee. (2017) An examination of the risk-return relation in the Australian housing market. International Journal of Housing Markets and Analysis 10:3, pages 431-449.
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Ioannis Chatziantoniou, George Filis & Christos Floros. (2017) Asset prices regime-switching and the role of inflation targeting monetary policy. Global Finance Journal 32, pages 97-112.
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Steve Cook & Duncan Watson. (2017) Volatility in the Housing Market: Evidence on Risk and Return in theLondon Sub-market. Quantitative Finance and Economics 1:3, pages 272-287.
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