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Applied Economics Letters Volume 25, 2018 - Issue 3
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Article

Housing market volatility connectedness among G7 countries

Hahn Shik LeeDepartment of Economics, Sogang University, Seoul, Republic of KoreaCorrespondence[email protected]
&
Woo Suk LeeDepartment of Economics, Sogang University, Seoul, Republic of Korea
Pages 146-151 | Published online: 17 Mar 2017

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I-Chun Tsai & Che-Chun Lin. (2023) Influence of migration policy risk on international market segmentation: analysis of housing and rental markets in the euro area. Economic Research-Ekonomska Istraživanja 36:1.
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Thi Thu Ha Nguyen, Faruk Balli, Hatice Ozer Balli & Iqbal Syed. (2022) Direct real estate, securitized real estate, and equity market dynamic connectedness. Applied Economics 54:23, pages 2658-2677.
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So Jung Hwang & Hyunduk Suh. (2021) Analyzing Dynamic Connectedness in Korean Housing Markets. Emerging Markets Finance and Trade 57:2, pages 591-609.
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Hahn Shik Lee & Woo Suk Lee. (2020) Network Connectedness among Northeast Asian Financial Markets. Emerging Markets Finance and Trade 56:13, pages 2945-2962.
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Articles from other publishers (15)

Mohammad Enamul Hoque, Low Soo-Wah & Mabruk Billah. (2023) Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. Energy Economics 127, pages 107034.
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Ting Fan, Asadullah Khaskheli, Syed Ali Raza & Nida Shah. (2022) The role of economic policy uncertainty in forecasting housing prices volatility in developed economies: evidence from a GARCH-MIDAS approach. International Journal of Housing Markets and Analysis 16:4, pages 776-791.
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Maria Sadowska. (2023) The Volatility of 10-Year Government Bonds in the Period of Increased Economic Uncertainty. Metody Ilościowe w Badaniach Ekonomicznych 24:1, pages 47-56.
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Walid Mensi, Mariya Gubareva, Tamara Teplova & Sang Hoon Kang. (2023) Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. The North American Journal of Economics and Finance 66, pages 101919.
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Syed Ali Raza, Nida Shah, Muhammad Tahir Suleman & Md Al Mamun. (2021) A multifractal detrended fluctuation analysis of housing market: a role of financial crises in developed economies. International Journal of Housing Markets and Analysis 15:5, pages 1145-1169.
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Shu-hen Chiang & Chien-Fu Chen. (2022) From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. Journal of International Financial Markets, Institutions and Money 79, pages 101594.
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Zaghum Umar, Yasir Riaz & David Y. Aharon. (2022) Network connectedness dynamics of the yield curve of G7 countries. International Review of Economics & Finance 79, pages 275-288.
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Andrew Adewale Alola & Uju Violet Alola. 2022. Energy-Growth Nexus in an Era of Globalization. Energy-Growth Nexus in an Era of Globalization 149 172 .
Yang Wan & Shi He. (2021) Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach. Finance Research Letters 41, pages 101896.
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Abraham Agyemang, Iftekhar Chowdhury & Faruk Balli. (2021) Quantifying Return Spillovers in Global Real Estate Markets. Journal of Housing Economics 52, pages 101781.
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Thi Thu Ha Nguyen, Muhammad Abubakr Naeem, Faruk Balli, Hatice Ozer Balli & Iqbal Syed. (2021) Information transmission between oil and housing markets. Energy Economics 95, pages 105100.
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Hahn Shik Lee & Woo Suk Lee. (2020) Connectedness among Northeast Asian Housing Markets and Business Cycles. East Asian Economic Review 24:2, pages 185-203.
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Hahn Shik Lee & Woo Suk Lee. (2019) Cross-regional connectedness in the Korean housing market. Journal of Housing Economics 46, pages 101654.
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Musa Alkali, Ibrahim Sipan & Muhammad Najib Razali. (2019) The effect of negative information on the volatility of real estate residential prices in Abuja, Nigeria. International Journal of Housing Markets and Analysis 13:2, pages 267-280.
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Justyna Brzezicka, Jacek Łaszek & Krzysztof Olszewski. (2019) An Analysis of the Relationships Between Domestic Real Estate Markets – A Systemic Approach. Real Estate Management and Valuation 27:1, pages 79-91.
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