Dolde, Walter; Tirtiroglu, Dogan - In: Real Estate Economics 30 (2002) 1, pp. 41-66
We examine significant volatility shifts in regional housing price changes, adapting a method of Haugen, Talmor and Torous (1991) independent of predefined sampling blocks. We identify 36 volatility events, most of which are purely regional, but three of which are national. We find significant...