Are the global real estate markets contagious?
The aim of this paper is to investigate the contagion across real estate markets of four countries: Hong Kong, China, U.S. and U.K., during the financial tsunami in 2008. We use the Forbes-Rigobon test, the coskewness test and the cokurtosis test. We propose a new cokurtosis test constructed by exte...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Vilnius Gediminas Technical University
2012-10-01
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| coleção: | International Journal of Strategic Property Management |
| Assuntos: | |
| Acesso em linha: | https://tede.vgtu.lt/index.php/IJSPM/article/view/4855 |
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