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Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy

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  • Nan-Kuang Chen
  • Charles Leung

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  • Nan-Kuang Chen & Charles Leung, 2008. "Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy," The Journal of Real Estate Finance and Economics, Springer, vol. 37(4), pages 351-385, November.
    • Handle: RePEc:kap:jrefec:v:37:y:2008:i:4:p:351-385
    DOI: 10.1007/s11146-007-9095-x
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    More about this item

    Keywords

    Asset prices; Crisis; Property market policy; Real estate markets; Spillover; E44; G30; R20;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G30 - Financial Economics - - Corporate Finance and Governance - - - General
    • R20 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - General

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