Is the Korean housing market following Gangnam style?
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DOI: 10.1007/s00181-020-01931-2
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- Mensi, Walid & Ko, Hee-Un & Sensoy, Ahmet & Kang, Sang Hoon, 2024. "Higher-order moment connectedness between stock and commodity markets and portfolio management," Resources Policy, Elsevier, vol. 89(C).
- Mensi, Walid & Ziadat, Salem Adel & Rababa'a, Abdel Razzaq Al & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 1-17.
- James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
- Kola Ijasan & Peterson Owusu Junior & George Tweneboah & Tunbosun Oyedokun & Anokye M. Adam, 2021. "Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(3), pages 58-91, September.
- Mensi, Walid & Selmi, Refk & Al-Kharusi, Sami & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2024. "Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios," Resources Policy, Elsevier, vol. 91(C).
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More about this item
Keywords
Korean regional housing market; Dynamic spillover; Network connectedness; Quantile regression approach; Spillover index;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q3 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation
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