Results 241 to 250 of about 453,320 (299)

A Variance Decomposition Analysis of the Housing Bubble

Journal of Real Estate Portfolio Management, 2013
Executive Summary. This study uses a variance ratio procedure derived from the Campbell-Shiller return decomposition to test for evidence of a bubble in housing returns for the period 1997 to 2007....
Jeffery Bredthauer, John Geppert
openaire   +2 more sources

Variance decomposition analysis of the demand for foreign money in Egypt

Journal of Economic Studies, 2001
The demand for money is an important function of stabilization policies where such policies depend on the ability to manipulate the size of money supply in order to insulate real output from monetary disturbances. This paper investigates whether foreign money in Egypt should be included in transactions oriented measures of money supply.
Tarik H. Alami
openaire   +2 more sources

The Information Content of SEC Filings and Information Environment: A Variance Decomposition Analysis

The Accounting Review, 2006
Using the Vuolteenaho (2002) variance decomposition methodology, this study assesses the relative value relevance of cash flow, accrual, and expected return news on SEC and preliminary earnings filing dates, as measured by their contribution to the volatility of unexpected returns.
Jeffrey L. Callen   +2 more
openaire   +2 more sources

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