Browsing Departament: Economia by Keyword "housing market"
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Co-movement between residential and commercial housing prices: evidence from a new database
Taylor & Francis (2020)The aim of this paper is to shed some light on the issue of the co-movement between residential real estate and commercial real estate using a newly developed database by the Bank if International Settlements. Our results ... -
Systemic financial risk indicators and securitised assets: an agent-based framework
Springer (2019-09-04)The paper presents an agent-based model of a credit economy which includes a securitisation process and a bailout mechanism for bank bankruptcies. Within this framework, banks are able to sell mortgages to a financial ...