FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2082433197> ?p ?o ?g. }

• W2082433197 endingPage "87" @default.
• W2082433197 startingPage "72" @default.
• W2082433197 abstract "Academia takes interest in cyclicality of real estate market. Compared to various findings on housing cycles, no literature takes insight into the cycles of securitized property markets. To address the issue, a nonlinear model is developed to probe into the characteristics of cycles in global markets (US, UK, Australia, Japan, Singapore and Hong Kong) over the last 23 years. The findings suggest that (a) cointegrating relationships influence the six markets in the long term and become stronger during bullish markets. (b) The short-term dynamics of each market is more likely to have a regime-switching structure. (c) The cyclical pattern shows differences between securitized property and housing markets, as well as between securitized property and general stock markets. Meanwhile, the cyclical pattern in developed markets is also different from that in developing markets. (d) The duration dependence shows a weak effect of the boom on predicting the occurrence of the upcoming bust. Instead, the magnitude of boom growth plays a significant role in predicting the duration of following bust. (e) The asymmetric analysis brings forward the “paralleling effect” which indicates that the asymmetry in returns is parallel with the movements of r. The methodology shall serve in providing detailed implications on the characters of cycle and duration forecast in securitized property markets for investors and governments." @default.
• W2082433197 created "2016-06-24" @default.
• W2082433197 creator A5007155747 @default.
• W2082433197 creator A5057790369 @default.
• W2082433197 date "2015-05-01" @default.
• W2082433197 modified "2023-09-27" @default.
• W2082433197 title "Can we predict the property cycle? A study of securitized property market" @default.
• W2082433197 cites W120222211 @default.
• W2082433197 cites W1490653354 @default.
• W2082433197 cites W1587141723 @default.
• W2082433197 cites W1595852061 @default.
• W2082433197 cites W1976483110 @default.
• W2082433197 cites W1977020085 @default.
• W2082433197 cites W1978616969 @default.
• W2082433197 cites W1985845508 @default.
• W2082433197 cites W1990928740 @default.
• W2082433197 cites W2002391004 @default.
• W2082433197 cites W2007141930 @default.
• W2082433197 cites W2012451780 @default.
• W2082433197 cites W2018287699 @default.
• W2082433197 cites W2034976179 @default.
• W2082433197 cites W2035107518 @default.
• W2082433197 cites W2040330956 @default.
• W2082433197 cites W2054428628 @default.
• W2082433197 cites W2054975169 @default.
• W2082433197 cites W2059499809 @default.
• W2082433197 cites W2062368300 @default.
• W2082433197 cites W2063715511 @default.
• W2082433197 cites W2074812030 @default.
• W2082433197 cites W2083762034 @default.
• W2082433197 cites W2092036704 @default.
• W2082433197 cites W2094799039 @default.
• W2082433197 cites W2116988722 @default.
• W2082433197 cites W2123188811 @default.
• W2082433197 cites W2131773668 @default.
• W2082433197 cites W2136035397 @default.
• W2082433197 cites W2323266160 @default.
• W2082433197 cites W2884778041 @default.
• W2082433197 cites W2975308768 @default.
• W2082433197 cites W3021101003 @default.
• W2082433197 cites W3121563694 @default.
• W2082433197 cites W3121758886 @default.
• W2082433197 cites W3122123168 @default.
• W2082433197 cites W3122205006 @default.
• W2082433197 cites W3122215347 @default.
• W2082433197 cites W3122597312 @default.
• W2082433197 cites W3122902744 @default.
• W2082433197 cites W3125574561 @default.
• W2082433197 cites W569031109 @default.
• W2082433197 cites W571130116 @default.
• W2082433197 doi "https://doi.org/10.1016/j.physa.2015.01.013" @default.
• W2082433197 hasPublicationYear "2015" @default.
• W2082433197 type Work @default.
• W2082433197 sameAs 2082433197 @default.
• W2082433197 citedByCount "2" @default.
• W2082433197 countsByYear W20824331972017 @default.
• W2082433197 crossrefType "journal-article" @default.
• W2082433197 hasAuthorship W2082433197A5007155747 @default.
• W2082433197 hasAuthorship W2082433197A5057790369 @default.
• W2082433197 hasConcept C10138342 @default.
• W2082433197 hasConcept C106159729 @default.
• W2082433197 hasConcept C111472728 @default.
• W2082433197 hasConcept C112758219 @default.
• W2082433197 hasConcept C121087249 @default.
• W2082433197 hasConcept C124952713 @default.
• W2082433197 hasConcept C127413603 @default.
• W2082433197 hasConcept C138885662 @default.
• W2082433197 hasConcept C141441539 @default.
• W2082433197 hasConcept C142362112 @default.
• W2082433197 hasConcept C162324750 @default.
• W2082433197 hasConcept C166957645 @default.
• W2082433197 hasConcept C189950617 @default.
• W2082433197 hasConcept C204036174 @default.
• W2082433197 hasConcept C205649164 @default.
• W2082433197 hasConcept C2778929795 @default.
• W2082433197 hasConcept C2779343474 @default.
• W2082433197 hasConcept C2780299701 @default.
• W2082433197 hasConcept C2987832877 @default.
• W2082433197 hasConcept C556758197 @default.
• W2082433197 hasConcept C82279013 @default.
• W2082433197 hasConcept C87717796 @default.
• W2082433197 hasConceptScore W2082433197C10138342 @default.
• W2082433197 hasConceptScore W2082433197C106159729 @default.
• W2082433197 hasConceptScore W2082433197C111472728 @default.
• W2082433197 hasConceptScore W2082433197C112758219 @default.
• W2082433197 hasConceptScore W2082433197C121087249 @default.
• W2082433197 hasConceptScore W2082433197C124952713 @default.
• W2082433197 hasConceptScore W2082433197C127413603 @default.
• W2082433197 hasConceptScore W2082433197C138885662 @default.
• W2082433197 hasConceptScore W2082433197C141441539 @default.
• W2082433197 hasConceptScore W2082433197C142362112 @default.
• W2082433197 hasConceptScore W2082433197C162324750 @default.
• W2082433197 hasConceptScore W2082433197C166957645 @default.
• W2082433197 hasConceptScore W2082433197C189950617 @default.
• W2082433197 hasConceptScore W2082433197C204036174 @default.
• W2082433197 hasConceptScore W2082433197C205649164 @default.
• W2082433197 hasConceptScore W2082433197C2778929795 @default.
• W2082433197 hasConceptScore W2082433197C2779343474 @default.

• next