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 ext...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2012-10-01
|
| Series: | International Journal of Strategic Property Management |
| Subjects: | |
| Online Access: | https://tede.vgtu.lt/index.php/IJSPM/article/view/4855 |