Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis
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DOI: 10.1007/s11146-017-9639-7
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More about this item
Keywords
Real estate sectors; Housing crisis; Ripple effects; Contagion; Portfolio; Diversification;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- F15 - International Economics - - Trade - - - Economic Integration
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