Shahrokhi, Manuchehr; Ehsan, Nikbakht; Spieler, Andrew C.
(PREMIER PUBLISHING, INC, 2016)
We study the 1999-2011 period for volatility spillover between US and European real estate markets. The sample period is divided into pre-crisis (1999-2007) and post-crisis (2007-2011) periods. Real estate investment is ...