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 …

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. …

exuberance in all these markets. Results suggest that Germany, France, Spain, and the Netherlands experienced a bubble during the …

bubble. In this chapter, we review the stylized facts of housing bubbles and discuss theories that can potentially explain …

, Norway, and Sweden over the period from 1980Q1 to 2018Q4 and searches for evidence of bubble migration among those countries … exuberance and episodic bubbles. Subsequently, we examine bubble migration between these markets using the non-parametric model …

real estate bubble research and situates new research in front of the influential literature previously published. …

non financial assets including models for bubbles determining indices and methods which allow identifying a bubble on … financial and non financial assets markets well as evaluation of a bubble on Russian market. …