House prices and rents in Spain: Does the discount factor matter?
- 30 November 2007
- journal article
- Published by Elsevier in Journal of Housing Economics
- Vol. 16 (3-4) , 291-308
- https://doi.org/10.1016/j.jhe.2007.08.002
Abstract
No abstract availableKeywords
All Related Versions
This publication has 16 references indexed in Scilit:
- House prices and rents: An equilibrium asset pricing approachJournal of Empirical Finance, 2006
- Assessing High House Prices: Bubbles, Fundamentals and MisperceptionsJournal of Economic Perspectives, 2005
- Chapter 19 Asset prices, consumption, and the business cyclePublished by Elsevier ,1999
- Rational Expectations, Market Fundamentals and Housing Price VolatilityReal Estate Economics, 1996
- Reconciling the term structure of interest rates with the consumption-based ICAP modelJournal of Economic Dynamics and Control, 1996
- Housing Market Dynamics and the Future of Housing PricesJournal of Urban Economics, 1994
- Forecasting Prices and Excess Returns in the Housing MarketReal Estate Economics, 1990
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical FrameworkEconometrica, 1989
- The baby boom, the baby bust, and the housing marketRegional Science and Urban Economics, 1989
- The Dividend-Price Ratio and Expectations of Future Dividends and Discount FactorsThe Review of Financial Studies, 1988