Academic Research

The Center is actively involved in promoting high-quality, academic research on topics related to the real estate industry. A sampling of this research can be found here.

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

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

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