Henley, RG9 3AU
University of Reading - Henley Business School
Spatial autocorrelation, volatility spillover effects, contagion, dynamic panel estimation, GARCH process
Spatial factor model, asset pricing, listed real estate companies, weight matrix.
Spatial CAPM, Systemic Risk, Idiosyncratic Risk, Contagion, Spillovers, Listed Property Returns, Economic Integration
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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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