The role of news in the fluctuations of housing price
The main purpose of this paper is to evaluate the impact of the news on the housing price volatility in Iran. To do so, symmetric and asymmetric models such as GARCH, T-ARCH, EGARCH and APGARCH are applied by using annual data for the period 1971–2013. The empirical results confirm the asymmetric an...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2018-09-01
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| Series: | Investment Management & Financial Innovations |
| Subjects: | |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10911/imfi_2018_03_Dahmardeh.pdf |