Essays about: "House Price risk"
Showing result 1 - 5 of 31 essays containing the words House Price risk.
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1. The Predictive Relationship between Swedish House Prices and Consumer Price Inflation
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : Sweden has in the past three decades experienced low rates of inflation, rising house prices and a declining policy rate. This implicates that the households can increase debt due to expanding collateral, and thereby increase the sensitivity to higher interest rates. READ MORE
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2. The Effect of House Price Risk on Homeowners' Portfolio Choice
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Using the 2017 wave of China Household Finance Survey (CHFS), this paper studies how house price risk affects homeowners' stock market participation and share of liquid financial wealth invested in stocks conditional on not moving. Exploiting the subsample of homeowners whose tenure choices are exogenous due to the institutional changes during the Chinese housing market privatization, this study finds that the correlation between housing return and stock return has a crowding-out effect on both stock market participation and stock shares among participants. READ MORE
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3. Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks
University essay from KTH/Fastigheter och byggandeAbstract : Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four. READ MORE
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4. Energy Renovation Towards Net-Zero Energy Buildings using Photovoltaic Systems and Batteries in Residential Buildings
University essay from Lunds universitet/Avdelningen för Energi och byggnadsdesign; Lunds universitet/Institutionen för arkitektur och byggd miljöAbstract : As the future energy goals of the building industry involve reducing the energy intensity in buildings as well as increasing the share of renewable energy sources, a suitable approach would be energy renovating existing buildings and further utilizing renewable energy production technology to reach Net-Zero Energy Building (NZEB) standard. This study is therefore investigating the economic feasibility of energy renovating buildings built during the Swedish Million program towards NZEB. READ MORE
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5. Statistical Methods for Analysis of the Homeowner's Impact on Property Valuation and Its Relation to the Mortgage Portfolio
University essay from KTH/Matematisk statistikAbstract : The current method for house valuations in mortgage portfolio models corresponds to applying a residential property price index (RPPI) to the purchasing price (or last known valuation). This thesis introduces an alternative house valuation method, which combines the current one with the bank's customer data. READ MORE
