Sökning: "August Hallin"

Hittade 1 uppsats innehållade orden August Hallin.

  1. 1. Decomposing the Term Structure of Housing Risk: Implications of Market Segmentation and Liquidity

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :August Hansson; Olov Ryding Hallin; [2018]
    Nyckelord :Housing risk; Real estate returns; Liquidity; House price index; Household finance;

    Sammanfattning : This paper studies the empirical properties of the term structure of total housing risk in Sweden using a particularly rich dataset of housing transactions. We contrast recent studies by showing that, even after ten years, 75% of the total variation in housing returns will be attributable to the idiosyncratic shock. LÄS MER