High-frequency contagion between aggregate and regional housing markets of the united states with financial assets : evidence from multichannel tests
Year of publication: |
2024
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Authors: | Aye, Goodness C. ; Christou, Christina ; Gupta, Rangan ; Hassapis, Christis |
Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 69.2024, 2, p. 253-276
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Subject: | Contagion | multichannel tests | real estate | United States | USA | Ansteckungseffekt | Contagion effect | Wohnungsmarkt | Housing market | Finanzkrise | Financial crisis | Immobilienmarkt | Real estate market | Schätzung | Estimation |
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