Bago, Jean-Louis; Akakpo, Koffi; Rherrad, Imad; … - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-14
Japan and its economic partners, namely, the United States, the Eurozone, and the United Kingdom. First, we apply a … housing prices. Second, we analyze the volatility spillover in housing prices between Japan and its economic partners using … bubble migration with time-varying coefficients. We document two historical bubble episodes from 1970 to 2018 in Japan …
