Academic Research

Contagion versus Interdependence across Regional US Housing Markets and Implications for RMBS Geographic Diversification Strategy

Author: William Miles

Journal of Real Estate Portfolio Management, vol. 21, 2015, pp. 33-52

Boom-Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices

Author: William Miles

Journal of Real Estate Finance and Economics, vol. 36, 2008, pp. 249-264

Volatility Clustering in U.S. Home Prices

Author: William Miles

Journal of Real Estate Research, vol. 30, 2018, pp. 73-90

Housing Investment and the Economy: How Have the Relationships Changed?

Author: William Miles

Journal of Real Estate Research, vol. 31, 2017, pp. 329-350

Long Range Dependence in U.S. House Price Volatility

Author: William Miles

Journal of Real Estate Finance and Economics, vol. 42, 2011, pp. 329-347

Clustering in UK Home Price Volatility

Author: William Miles

Journal of Housing Research, vol. 20, 2011, pp. 88-101

Volatility Transmission in UK Housing: A Multivariate GARCH Approach

Author: William Miles

Journal of Real Estate Portfolio Management, vol. 16, 2017, pp. 241-248

The Housing Bubble: How Much Blame Does the Fed Really Deserve?

Author: William Miles

Journal of Real Estate Research, vol. 36, 2014, pp. 41-58

Has There Actually Been a Sustained Increase in the Synchronization of House Price (and Business) Cycles across Countries?

Author: William Miles

Journal of Housing Research, vol. 36, 2017, pp. 25-43