A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification
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DOI: 10.1007/s00168-020-01021-2
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More about this item
Keywords
US real estate market; Transaction volume; TVP-VAR; Dynamic connectedness; Regional connectedness decomposition; Portfolio management;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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