Work

How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test

Year: 2011

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2011.07.017

Authors: Abdulnasser Hatemi-J, Eduardo Roca

Institutions: United Arab Emirates University, Griffith University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2063673053

FWCI: 4.723

Cites: 62

Cited by: 25

Related to: 10