Tag: Miles
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Contagion, Interdependence and Diversification across Regional UK Housing Markets
Author: William Miles International Real Estate Review, vol. 19, 2016, pp. 327-351
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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
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Home Prices and Fundamentals: Solving the Mystery for the G-7 by Accounting for Nonlinearities
Author: William Miles International Journal of Housing Markets and Analysis
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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
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Volatility Clustering in U.S. Home Prices
Author: William Miles Journal of Real Estate Research, vol. 30, 2018, pp. 73-90
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Housing Investment and the Economy: How Have the Relationships Changed?
Author: William Miles Journal of Real Estate Research, vol. 31, 2017, pp. 329-350
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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
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Clustering in UK Home Price Volatility
Author: William Miles Journal of Housing Research, vol. 20, 2011, pp. 88-101
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Volatility Transmission in UK Housing: A Multivariate GARCH Approach
Author: William Miles Journal of Real Estate Portfolio Management, vol. 16, 2017, pp. 241-248
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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