Explosive dynamics in house prices? : an exploration of financial market spillovers in housing markets around the world
Enrique Martínez-García, Valerie Grossman
| Year of publication: |
2020
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|---|---|
| Authors: | Martínez-García, Enrique ; Grossman, Valerie |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 101.2020, p. 1-11
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| Subject: | Dynamic panel logit model | Financial spillovers | International housing markets | Mildly explosive time series | Right-tailed unit-root tests | Immobilienpreis | Real estate price | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Welt | World | Wohnungsmarkt | Housing market | Finanzmarkt | Financial market | Panel | Panel study | Immobilienmarkt | Real estate market | Internationaler Finanzmarkt | International financial market | Logit-Modell | Logit model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2019.102103 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012392290