Bago, Jean-Louis; Akakpo, Koffi; Rherrad, Imad; … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-14
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 …