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
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Consumption; Housing wealth; Home-equity credit; Liquidity constraint
Spatial regression, Hedonic price model, Anisotropic spatial correlation, Simultaneous autoregressive model, Housing market
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