Volatility spillover and international contagion of housing bubbles
Year of publication: |
2021
|
---|---|
Authors: | Bago, Jean-Louis ; Akakpo, Koffi ; Rherrad, Imad ; Ouédraogo, Ernest |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 7, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | bubble | contagion | DCC-GARCH | Japan | real estate |
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