Time-varying correlation in housing prices

David M. Zimmer

Year of publication:	July 2015
Authors:	Zimmer, David M.
Published in:	The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 51.2015, 1, p. 86-100
Subject:	Copula \| CDO \| Dependence \| Contagion \| Korrelation \| Correlation \| Multivariate Verteilung \| Multivariate distribution \| Immobilienpreis \| Real estate price \| Kreditrisiko \| Credit risk \| Ansteckungseffekt \| Contagion effect \| Kreditderivat \| Credit derivative \| Volatilität \| Volatility \| Asset-Backed Securities \| Asset-backed securities \| ARCH-Modell \| ARCH model \| Hypothek \| Mortgage \| Finanzkrise \| Financial crisis \| Derivat \| Derivative \| Preiskonvergenz \| Price convergence \| Kreditsicherung \| Collateral

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