This paper provides new empirical evidence on housing bubble timing, volatility spillover, and bubble contagion between … housing prices. Second, we analyze the volatility spillover in housing prices between Japan and its economic partners using …'s housing market. Moreover, we find evidence of volatility spillover effects and bubble contagion between Japan's real estate …

incomes tend to mitigate the explosive dynamics and change the context in which the whole issue of housing bubbles is viewed …. The answer to the question of whether there is indeed already a situation of price bubbles in local housing markets in …

The primary purpose of the study is to identify and measure the properties of asset bubbles, volatility clustering, and … empirical methods; the LPPL model to identify asset bubbles, the DCC-GARCH model to measure volatility clustering, and the … Diebold-Yilmaz volatility spillover index to measure the level of financial contagion. We provide robust evidence that during …

-sectional idiosyncratic volatility. Housing data are infrequent and usually made available every month. The monthly-quarterly volatility …

-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility … volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash …

Very recently, the link between exchange rate volatility and trade flows has entered into a new direction in which … rate volatility on trade flows, the nonlinear models revealed significant effects. In some other cases, the opposite was …