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Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s

Hu, Yang; Oxley, Les - 2017

Persistent link: https://www.econbiz.de/10011772141

The financial crisis in Japan : are there similarities to the current situation? (Focus)

Mayr, Johannes - In: CESifo forum : a bi-monthly journal on European … 9 (2008) 4, pp. 64-68

Persistent link: https://www.econbiz.de/10003792715

Asset price persistence and real estate market illiquidity : evidence from Japanese land values

Krainer, John; Spiegel, Mark; Yamori, Nobuyoshi - In: Real estate economics : journal of the American Real … 38 (2010) 2, pp. 171-196

Persistent link: https://www.econbiz.de/10003985220

Towards a post-homeowner society? : homeownership and economic insecurity in Japan

Hirayama, Yōsuke - In: Housing markets and the global financial crisis : the …, (pp. 196-213). 2011

Persistent link: https://www.econbiz.de/10009232466

Asset price declines and real estate market illiquidity : evidence from Japanese land values

Krainer, John (contributor); Spiegel, Mark (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002672082

Volatility spillover and international contagion of housing bubbles

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 Japan and its economic partners, namely, the United States, the Eurozone, and the United Kingdom. First, we apply a generalized sup ADF (GSADF) test to the quarterly...

Persistent link: https://www.econbiz.de/10012622423