We examine the cross-market impact of US stock market sentiment on US housing prices
from January 1991 to December 2014. We find that median housing price returns are …

This study examines how housing sector volatilities affect real estate investment trust (REIT)
equity return in the United States. I argue that unexpected changes in housing variables can …

We build a granular dataset of residential property yields using rental and sale listings from
a major German real estate platform. Equipped with more than 1.5 million property-level rent …

This paper investigates how real estate wealth affects the household's attitude toward risk,
and derives the closed-form expressions for risk aversion with generalized recursive …

The consumption-based capital asset pricing model (CCAPM) is an attractive research field
in finance, and extant studies have examined the impacts of different factors towards …

This article studies how the housing risk premium is determined in a simple real business
cycle model. We present a consumption-based asset pricing model for the housing risk …