Wang, Justine; Tomlins, Mark; Tiwari, Piyush - In: International Journal of Housing Markets and Analysis 16 (2022) 2, pp. 292-317
Purpose The purpose of this paper is to examine information and volatility linkages among real estate, equity, bond and …) to 2019 (December). Findings Results reveal information linkages across real estate, equity, bond and money markets …, bond and money markets) are interdependent and integrated through information and volatility linkages during the GFC period …