Henley, RG9 3AU
University of Reading - Henley Business School
Spatial autocorrelation, volatility spillover effects, contagion, dynamic panel estimation, GARCH process
Asset pricing, spatial dependence, spatial spillover risk.
Spatial CAPM, Systemic Risk, Idiosyncratic Risk, Contagion, Spillovers, Listed Property Returns, Economic Integration
Distance to headquarter, real estate returns
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: j-6229.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Consumption; Housing wealth; Home-equity credit; Liquidity constraint
Spatial regression, Hedonic price model, Anisotropic spatial correlation, Simultaneous autoregressive model, Housing market
This page was processed by aws-apollo5 in 0.370 seconds