Open AccessVolatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets
Author(s) -
Martin Hoesli,
Kustrim Reka
Publication year - 2011
Publication title -
archive ouverte unige (university of geneva)
Language(s) - English
Resource type - Conference proceedings
DOI - 10.15396/eres2011_63
Subject(s) - spillover effect , volatility (finance) , real estate , economics , tail dependence , subprime crisis , econometrics , stock (firearms) , financial economics , copula (linguistics) , emerging markets , financial crisis , geography , finance , computer science , archaeology , multivariate statistics , machine learning , macroeconomics , microeconomics
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