Bago, Jean-Louis; Akakpo, Koffi; Rherrad, Imad; … - 2020
This paper provides new empirical evidence on housing bubbles timing, volatility spillover and bubbles contagion between Japan and its economics partners, namely, the United States, the Eurozone, and the United Kingdom. First, we apply a generalized sup ADF (GSADF) test developed by Phillips et...