메뉴 건너뛰기




Volumn 33, Issue 4, 2009, Pages 747-756

Interaction between housing prices and household borrowing: The Finnish case

Author keywords

Borrowing; Dynamics; Housing; Lending; Stocks

Indexed keywords


EID: 60649121715     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.11.004     Document Type: Article
Times cited : (109)

References (32)
  • 2
    • 60649104462 scopus 로고    scopus 로고
    • BIS, Annual Report 71st. Bank for International Settlements, Basel
    • BIS, 2001. Annual Report 71st. Bank for International Settlements, Basel.
    • (2001)
  • 3
    • 0142000634 scopus 로고
    • Exploring aggregate asset price fluctuations across countries: Measurement, determinants and monetary policy implications
    • Borio C.E.V., Kennedy N., and Prowse S.D. Exploring aggregate asset price fluctuations across countries: Measurement, determinants and monetary policy implications. BIS Economic Papers 40 (1994)
    • (1994) BIS Economic Papers , vol.40
    • Borio, C.E.V.1    Kennedy, N.2    Prowse, S.D.3
  • 6
    • 60649104460 scopus 로고    scopus 로고
    • Dennis, J.G, 2006. CATS in RATS, Cointegration Analysis of Time Series, Version 2. Estima, Evanston, Illinois
    • Dennis, J.G., 2006. CATS in RATS, Cointegration Analysis of Time Series, Version 2. Estima, Evanston, Illinois.
  • 7
    • 0032434196 scopus 로고    scopus 로고
    • Approximations to the asymptotic distributions of cointegration tests
    • Doornik J.A. Approximations to the asymptotic distributions of cointegration tests. Journal of Economics Surveys 12 (1998) 573-593
    • (1998) Journal of Economics Surveys , vol.12 , pp. 573-593
    • Doornik, J.A.1
  • 9
    • 33645905447 scopus 로고    scopus 로고
    • The impact of macroeconomic and regulatory factors on bank efficiency: a non-parametric analysis of Hong Kong's banking system
    • Drake L., Hall M.J.B., and Simper R. The impact of macroeconomic and regulatory factors on bank efficiency: a non-parametric analysis of Hong Kong's banking system. Journal of Banking and Finance 30 (2006) 1443-1446
    • (2006) Journal of Banking and Finance , vol.30 , pp. 1443-1446
    • Drake, L.1    Hall, M.J.B.2    Simper, R.3
  • 10
    • 10244265850 scopus 로고    scopus 로고
    • Bank lending and property prices in Hong Kong
    • Gerlach S., and Peng W. Bank lending and property prices in Hong Kong. Journal of Banking and Finance 29 (2005) 461-481
    • (2005) Journal of Banking and Finance , vol.29 , pp. 461-481
    • Gerlach, S.1    Peng, W.2
  • 12
    • 11044221996 scopus 로고    scopus 로고
    • The determinants of private sector credit in industrialized countries: do property prices matter?
    • Hofmann B. The determinants of private sector credit in industrialized countries: do property prices matter?. International Finance 7 (2004) 203-234
    • (2004) International Finance , vol.7 , pp. 203-234
    • Hofmann, B.1
  • 13
    • 52949121770 scopus 로고    scopus 로고
    • Cross-country variation in household access to financial services
    • Honohan P. Cross-country variation in household access to financial services. Journal of Banking and Finance 32 (2008) 2493-2500
    • (2008) Journal of Banking and Finance , vol.32 , pp. 2493-2500
    • Honohan, P.1
  • 14
    • 0006059108 scopus 로고    scopus 로고
    • The determinants of urban house price fluctuations in Sweden 1968-1994
    • Hort K. The determinants of urban house price fluctuations in Sweden 1968-1994. Journal of Housing Economics 7 (1998) 93-120
    • (1998) Journal of Housing Economics , vol.7 , pp. 93-120
    • Hort, K.1
  • 15
    • 0003676925 scopus 로고    scopus 로고
    • IMF, May, IMF, Washington DC
    • IMF, 2000. World Economic Outlook, May 2000. IMF, Washington DC.
    • (2000) World Economic Outlook
  • 16
    • 8644240999 scopus 로고    scopus 로고
    • Consumption, housing prices, and collateral constraints: a structural econometric analysis
    • Iacoviello M. Consumption, housing prices, and collateral constraints: a structural econometric analysis. Journal of Housing Economics 13 (2004) 304-320
    • (2004) Journal of Housing Economics , vol.13 , pp. 304-320
    • Iacoviello, M.1
  • 17
    • 8644222184 scopus 로고    scopus 로고
    • Residential investment and house prices in a multi-sector monetary business cycle model
    • Jin Y., and Zeng Z. Residential investment and house prices in a multi-sector monetary business cycle model. Journal of Housing Economics 13 (2004) 268-286
    • (2004) Journal of Housing Economics , vol.13 , pp. 268-286
    • Jin, Y.1    Zeng, Z.2
  • 18
    • 0036377638 scopus 로고    scopus 로고
    • A small sample correction of the test for cointegrating rank in the vector autoregressive model
    • Johansen S. A small sample correction of the test for cointegrating rank in the vector autoregressive model. Econometrica 70 (2002) 1929-1961
    • (2002) Econometrica , vol.70 , pp. 1929-1961
    • Johansen, S.1
  • 19
    • 46749143331 scopus 로고    scopus 로고
    • The cyclical behaviour of European bank capital buffers
    • Jokipii T., and Milne A. The cyclical behaviour of European bank capital buffers. Journal of Banking and Finance 32 (2008) 1440-1451
    • (2008) Journal of Banking and Finance , vol.32 , pp. 1440-1451
    • Jokipii, T.1    Milne, A.2
  • 21
    • 0033440210 scopus 로고    scopus 로고
    • Leverage and house-price dynamics in US cities
    • Lamont O., and Stein J.C. Leverage and house-price dynamics in US cities. RAND Journal of Economics 30 (1999) 498-514
    • (1999) RAND Journal of Economics , vol.30 , pp. 498-514
    • Lamont, O.1    Stein, J.C.2
  • 22
    • 53049098739 scopus 로고    scopus 로고
    • The expansion of services in European banking: implications for loan pricing and interest margins
    • Lepetit L., Nys E., Rous P., and Tarazi A. The expansion of services in European banking: implications for loan pricing and interest margins. Journal of Banking and Finance 32 (2008) 2325-2335
    • (2008) Journal of Banking and Finance , vol.32 , pp. 2325-2335
    • Lepetit, L.1    Nys, E.2    Rous, P.3    Tarazi, A.4
  • 23
    • 8744268481 scopus 로고    scopus 로고
    • Macroeconomics and housing: a review of the literature
    • Leung C. Macroeconomics and housing: a review of the literature. Journal of Housing Economics 13 (2004) 249-267
    • (2004) Journal of Housing Economics , vol.13 , pp. 249-267
    • Leung, C.1
  • 24
    • 33847275209 scopus 로고    scopus 로고
    • Property prices and bank lending in China
    • Liang Q., and Cao H. Property prices and bank lending in China. Journal of Asian Economics 18 (2007) 63-75
    • (2007) Journal of Asian Economics , vol.18 , pp. 63-75
    • Liang, Q.1    Cao, H.2
  • 27
    • 33645668121 scopus 로고    scopus 로고
    • Housing market dynamics: on the contribution of income shocks and credit constraints
    • Ortalo-Magné F., and Rady S. Housing market dynamics: on the contribution of income shocks and credit constraints. Review of Economic Studies 73 (2006) 459-485
    • (2006) Review of Economic Studies , vol.73 , pp. 459-485
    • Ortalo-Magné, F.1    Rady, S.2
  • 28
    • 60649109205 scopus 로고    scopus 로고
    • Qi, M., Yang, X., in press. Loss given default of high loan-to-value residential mortgages. Journal of Banking and Finance.
    • Qi, M., Yang, X., in press. Loss given default of high loan-to-value residential mortgages. Journal of Banking and Finance.
  • 31
    • 0029507570 scopus 로고
    • Prices and trading volume in the housing market: a model with down-payment effects
    • Stein J.C. Prices and trading volume in the housing market: a model with down-payment effects. Quarterly Journal of Economics 110 (1995) 379-406
    • (1995) Quarterly Journal of Economics , vol.110 , pp. 379-406
    • Stein, J.C.1
  • 32
    • 34848835209 scopus 로고    scopus 로고
    • House price appreciation, liquidity constraints, and second mortgages
    • Yamashita T. House price appreciation, liquidity constraints, and second mortgages. Journal of Urban Economics 62 (2007) 424-440
    • (2007) Journal of Urban Economics , vol.62 , pp. 424-440
    • Yamashita, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.