Teye, Alfred Larm; Knoppel, Michel; de Haan, Jan; … - In: Journal of European Real Estate Research 10 (2017) 3, pp. 331-345
. Design/methodology/approach The paper considers the ripple effect as a lead-lag effect and a long-run convergence between the …, except one. In particular, the Granger Causality test concludes that a lead-lag effect of house prices exists from Amsterdam …