High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests

This study examined contagion involving the aggregate and regional housing markets of the United States (US) with other asset markets using multichannel tests during the 2007–2008 global financial crisis based on a unique high-frequency, i.e., daily data set. To arrive at bias free results several c...

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Detalles Bibliográficos
Autores principales: Aye, Goodness C., Christou, Christina, Gupta, Rangan, Hassapis, Christis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9389482/
http://dx.doi.org/10.1007/s11146-022-09919-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9389482/
http://dx.doi.org/10.1007/s11146-022-09919-8

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