Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Massimiliano Caporin, Rangan Gupta, Francesco Ravazzolo
| Year of publication: |
2021
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|---|---|
| Authors: | Caporin, Massimiliano ; Gupta, Rangan ; Ravazzolo, Francesco |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 55.2021, p. 1-12
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| Subject: | Bayesian estimation | Contagion | Quantile-on-quantile model | Real estate market | Stock market | Immobilienmarkt | Bayes-Statistik | Bayesian inference | Ansteckungseffekt | Contagion effect | Schätzung | Estimation | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Aktienmarkt | Theorie | Theory | Börsenkurs | Share price | Immobilienfonds | Real estate fund | Immobilien | Real estate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101347 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667335