Sökning: "Real Estate Economics and Finance"

Visar resultat 1 - 5 av 10 avhandlingar innehållade orden Real Estate Economics and Finance.

  1. 1. Essays on Empirical applications of Real Estate Economics and Finance

    Författare :Mo Zheng; Han-Suck Song; Mats Wilhelmsson; Fredrik Armerin; Shahiduzzaman Quoreshi; KTH; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Real Estate Economics and Finance; Hedonic regression; Spatial econometrics; Residential market; Housing index; GARCH; Volatility forecasting; COVID-19; Value-at-Risk; Extreme Value Theory; Fastighetsekonomi och finans; Hedonisk regression; Spatial ekonometri; Bostadsmarknad; Bostadsindex; GARCH; Volatilitetsprognoser; COVID-19; Value-at-Risk; Extreme Value Theory; Fastigheter och byggande; Real Estate and Construction Management;

    Sammanfattning : This doctoral thesis is a collection of four essays that utilize cross-sectional and time-series econometric methods in real estate economics and finance. The first two essays apply econometric modeling to the residential market focusing on hedonic regression analysis, while the other two essays apply financial econometric modeling on an index of listed real estate stocks, and house price index indices. LÄS MER

  3. 2. Essays in real estate finance

    Författare :Eric Clapham; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : dissertation contains seven papers. The first five are in the field of real estate finance, while the final two are asset pricing papers. The first paper explores equilibrium properties of lease rates. The framework is based on the concept of the term structure of lease rates, or the equilibrium rate as a function of lease length. LÄS MER

  4. 3. Essays in Real Estate Finance

    Författare :Timotheos Mavropoulos; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : The paper investigates the effect of the property taxation reform introduced in Sweden after April 2997 on the market price of the affected properties (one-family houses). Inference is focused  on discount rates, growth rates and the implied degree of tax capitalization. LÄS MER

  5. 4. Housing Markets and Mortgage Finance

    Författare :Anders Österling; Roine Vestman; Jens Josephson; Lu Han; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Real estate; Housing Market Microstructure; Mortgage Default; Foreclosure; Macroeconomics; Finance; Economics; nationalekonomi;

    Sammanfattning : This Ph.D. LÄS MER

  7. 5. Studies in Mortgage Pricing and Finance Theory

    Författare :Stefan Toll; Bengt Turner; Thomas Lindh; Timothy Riddiough; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Mortgage pricing; Finance theory; Reverse mortgages; Optimal loan contracts; Credit risk; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of three self-contained essays.Essay 1 examines the question of why reverse or participating mortgages have not been as much in demand as predicted. A theoretical framework is derived for evaluating the expected utility associated with a reverse or participating mortgage. LÄS MER