On price co-movement and volatility spillover effects in China's housing markets
Year of publication: |
September 2017
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Authors: | Weng, Yingliang ; Gong, Pu |
Published in: |
International journal of strategic property management. - Vilnius : Univ., ISSN 1648-715X, ZDB-ID 2221300-4. - Vol. 21.2017, 3, p. 240-255
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Subject: | Housing markets | Price co-movement | Volatility spillover effects | Spatial econometrics | Leverage effects | Volatilität | Volatility | Spillover-Effekt | Spillover effect | China | Immobilienpreis | Real estate price | Immobilienmarkt | Real estate market | Wohnungsmarkt | Housing market |
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