Details about Qin Xiao

Access statistics for papers by Qin Xiao.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pxi41

Working Papers

2013

1. Listed and Direct Real Estate Investment: A European Analysis
   ERES, European Real Estate Society (ERES)

2010

2. AN INTRINSICALLY STABLE SYSTEM? SUPPLY, DEMAND AND FINANCING IN HOUSING MARKETS THE US PERSPECTIVE
   ERES, European Real Estate Society (ERES)
3. Kalman Filter Estimation of Property Price Bubbles in Seoul
   EcoMod2004, EcoMod View citations (2)
4. Systemic Stability of Housing and Mortgage Market: From the observable to the unobservable
   MPRA Paper, University Library of Munich, Germany

2009

5. Housing Price, Mortgage Lending and Financial Crisis: A UK Perspective
   ERES, European Real Estate Society (ERES) View citations (1)
6. Housing Prices and the Role of Speculation: The Case of Seoul
   ADB Economics Working Paper Series, Asian Development Bank View citations (1)

2008

7. DETERMINATION OF PRICE AND RENTAL IN CITY OFFICE
   ERES, European Real Estate Society (ERES) View citations (1)

2007

8. Risk and Predictability of Singapore’s Direct Residential Real Estate Market
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre

2006

9. Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre View citations (6)
10. Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles
    Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre View citations (3)
    See also Journal Article Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles, Urban Studies, Urban Studies Journal Limited (2007) View citations (11) (2007)

2005

11. Bubbles, Can We Spot Them? Crashes, Can We Predict Them?
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
12. Unit Root Tests With Markov-Switching
    Computing in Economics and Finance 2005, Society for Computational Economics
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004)

Journal Articles

2017

1. Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum
   Journal of Multinational Financial Management, 2017, 42-43, 132-151 View citations (3)

2016

2. Are mortgage lenders guilty of the housing bubble? A UK perspective
   Applied Economics, 2016, 48, (45), 4271-4290 View citations (2)

2010

3. Crashes in Real Estate Prices: Causes and Predictability
   Urban Studies, 2010, 47, (8), 1725-1744 View citations (6)
4. Risk and predictability of Singapore's private residential market
   Quantitative Finance, 2010, 10, (5), 529-543 View citations (2)
5. Seoul housing prices and the role of speculation
   Empirical Economics, 2010, 38, (3), 619-644 View citations (7)
6. The residential market of Hong Kong: rational or irrational?
   Applied Economics, 2010, 42, (7), 923-933 View citations (6)

2007

7. Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles
   Urban Studies, 2007, 44, (4), 865-888 View citations (11)
   See also Working Paper Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles, Economic Growth Centre Working Paper Series (2006) View citations (3) (2006)
8. What drives Hong Kong's residential property market—A Markov switching present value model
   Physica A: Statistical Mechanics and its Applications, 2007, 383, (1), 108-114 View citations (4)