On price co-movement and volatility spillover effects in China’s housing markets
The soaring property prices in many Chinese cities have recently attracted increasing attention. This study uses the data on housing price indices from January 2005 to December 2014 in 10 large Chinese cities to analyze volatility spillover effects and to identify the determinants of price co-moveme...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2017-07-01
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| Series: | International Journal of Strategic Property Management |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/IJSPM/article/view/1800 |