Author: "Hassink, Wolter H.J." / Publisher: academic press inc. - Searchworks@Jio Institute Digital Library Search Results

Your search keyword '"Hassink, Wolter H.J."' showing total 2 results

Start Over Author "Hassink, Wolter H.J." Publisher academic press inc.

Author: Econometrie en kwantitatieve methoden, UU LEG Research UUSE Multidisciplinary Economics, Meekes, Jordy, Hassink, Wolter H.J., Econometrie en kwantitatieve methoden, UU LEG Research UUSE Multidisciplinary Economics, Meekes, Jordy, and Hassink, Wolter H.J.
Published: 2019

Author: Dröes, Martijn I. and Hassink, Wolter H.J.
Subjects: *HOME prices, *HOME ownership, *IDIOSYNCRATIC risk (Securities), *ESTIMATION theory, *RISK-return relationships, *ECONOMIC models
Abstract: Highlights: [•] We aim to measure the size of the idiosyncratic risk component in house price risk. [•] We find that aggregate house price indices average away the idiosyncratic risk. [•] This leads to an underestimate of the true size of house price risk. [•] The idiosyncratic risk also exceeds the hedging benefits of home ownership. [•] This result implies that owning a house may well add more price risk than it hedges away. [ABSTRACT FROM AUTHOR]
Published: 2013
Full Text: View/download PDF

Books, media, physical & digital resources

Searchworks