Volatility spillover and international contagion of housing bubbles
Year of publication: |
2021
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Authors: | Bago, Jean-Louis ; Akakpo, Koffi ; Rherrad, Imad ; Ouédraogo, Ernest |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 7, Art.-No. 287, p. 1-14
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Subject: | bubble | contagion | DCC-GARCH | Japan | real estate | Spekulationsblase | Bubbles | Volatilität | Volatility | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Immobilienpreis | Real estate price | Immobilienmarkt | Real estate market | Internationaler Finanzmarkt | International financial market | Preiskonvergenz | Price convergence |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14070287 [DOI] hdl:10419/258391 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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