Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Nafeesa Yunus
| Year of publication: |
2018
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|---|---|
| Authors: | Yunus, Nafeesa |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 36, p. 3899-3922
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| Subject: | cointegration | contagion | Financial econometrics | global equity and real estate market | global financial crisis | portfolio diversification | variance decomposition analysis | Finanzkrise | Financial crisis | Immobilienmarkt | Real estate market | Aktienmarkt | Stock market | Welt | World | Internationaler Finanzmarkt | International financial market | Schock | Shock | Kointegration | Cointegration | Schätzung | Estimation | Ansteckungseffekt | Contagion effect | Volatilität | Volatility | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1430343 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012060163