a bubble. We find that 22 states (mostly Northeast and West) exhibit clear-cut signatures of a fast-growing bubble. From … the analysis of the S&P 500 Home Index, we conclude that the turning point of the bubble will probably occur around mid …

bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …

bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …

The recent U.S. house price bubble and the subsequent deep financial crisis have renewed the interest in reliable … bubble was not a homogeneous event since regional starting points range from 1996 to 2002. …

Abstract The recent U.S. house price bubble and the subsequent deep financial crisis have renewed the interest in … bubble was not a homogeneous event since regional starting points range from 1996 to 2002.  …

This paper provides new empirical evidence on housing bubble timing, volatility spillover, and bubble contagion between … the multivariate time-varying DCC-GARCH model. Third, we assess bubble contagion by estimating a non-parametric model of … bubble migration with time-varying coefficients. We document two historical bubble episodes from 1970 to 2018 in Japan …