Sökning: "house price returns"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden house price returns.

  1. 1. How Have the Amortization Requirements Affected Housing Prices in Stockholm?

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Kimberly Olsson; [2019]
    Nyckelord :Housing; Housing Prices; Event Study; Macroprudential Policies; Regression analysis; Fastigheter; Fastighetspriser; Eventstudie; Amorteringskrav; Regressionsanalys.;

    Sammanfattning : The aim of this study was to investigate how the amortization requirements of 2016 and 2018 haveaffected the housing prices in Stockholm county, using an event-study approach and a regressionanalysis. Furthermore, the paper studies how the regulations have affected single-family housescompared to tenant-owned apartments, if the effect was different for tenant-owned apartments ofdifferent sizes and if existing housing compared to newly produced housing were affected differently. LÄS MER

  3. 2. 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

  4. 3. Renovering av miljonprogrammet : Ur ett ägarperspektiv

    Uppsats för yrkesexamina på grundnivå, KTH/Byggteknik och design

    Författare :Pedram Adjamloo; Marc Benjaro; [2012]
    Nyckelord :;

    Sammanfattning : Flerbostadshus byggda mellan åren 1961-1975, i dagligt tal kallade för miljonprogrammet har inom de närmaste åren ett omfattande renoveringsbehov. Detta på grund av bland annat naturligt slitage men även brist på underhållsinsatser. Kostnaderna för att rusta upp dessa områden slutar ofta på enorma summor. LÄS MER

  5. 4. Forecasting the House Price Index in Stockholm County 2011-2014 : A multiple regression analysis of four influential macroeconomic variables

    Kandidat-uppsats, Akademin för hållbar samhälls- och teknikutveckling

    Författare :Peter Strömberg; Mattias Hedman; Madeleine Broberg; [2011]
    Nyckelord :forecast; house prices; real estate prices; stockholm; behavioral economics; behavioral finance; price bubble; prognos; huspriser; bostadspriser; stockholm; beteendeekonomi; prisbubbla;

    Sammanfattning : Purpose of the research: The purpose is to forecast the future trend of housing prices in Stockholm County 2011-2014 based on estimated slope coefficients of selected explanatory variables 1993-2010. Thereafter, the obtained forecast will be discussed with respect to other non-quantifiable concepts within behavioral economics. LÄS MER

  7. 5. A study of the risk-return relationship in the Swedish housing market: evidence from an H-CAPM model

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

    Författare :Adrian Imreorow; Oscar Schagerström; [2011]
    Nyckelord :housing capital asset pricing model; H-CAPM; housing market; house price returns; risk-return relationship;

    Sammanfattning : This paper investigates the risk-return relationship in the Swedish housing market by testing a housing capital asset pricing model (H-CAPM). The model is applied on one- and two-dwelling houses for permanent living in 238 municipalities between 1982 and 2009. LÄS MER