Credit Composition and Housing Price Dynamics: A Disaggregation Approach

Kun Duan, Mamata Parhi, Simon Wolfe

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	The European Journal of Finance
DOIs	https://doi.org/10.1080/1351847X.2021.1959366
Publication status	Published - 30 Jul 2021

Keywords

@article{a268db2324c549828d04a9b983f0e7b4,

title = "Credit Composition and Housing Price Dynamics: A Disaggregation Approach",

keywords = "Credit disaggregation strategy, International housing price dynamics, Economic policy uncertainty, Panel VAR, Business cycles",

author = "Kun Duan and Mamata Parhi and Simon Wolfe",

year = "2021",

month = jul,

day = "30",

doi = "10.1080/1351847X.2021.1959366",

language = "English",

journal = "The European Journal of Finance",

}

TY - JOUR

T1 - Credit Composition and Housing Price Dynamics: A Disaggregation Approach

AU - Duan, Kun

AU - Parhi, Mamata

AU - Wolfe, Simon

PY - 2021/7/30

Y1 - 2021/7/30

KW - Credit disaggregation strategy

KW - International housing price dynamics

KW - Economic policy uncertainty

KW - Panel VAR

KW - Business cycles

U2 - 10.1080/1351847X.2021.1959366

DO - 10.1080/1351847X.2021.1959366

M3 - Article

JO - The European Journal of Finance

JF - The European Journal of Finance

ER -