Spatial linkages in returns and volatilities among U.S. regional housing markets

Keyphrases

• Co-movement 50%
• Contagion Effect 50%
• Diversification Strategy 50%
• Economic Conditions 50%
• Economic Proximity 50%
• Financial Crisis 50%
• House Price Index 50%
• Idiosyncratic Risk 50%
• Idiosyncratic Volatility 50%
• Interdependence 50%
• Portfolio Diversification 50%
• Regional Housing Markets 100%
• Shiller 50%
• Sources of Influence 50%
• Spatial Linkage 100%
• Subprime Crisis 50%
• Volatility 100%

Economics, Econometrics and Finance

• Contagion Effect 50%
• Financial Crisis 50%
• Housing Market 100%
• Macroeconomic Performance 50%
• Portfolio Diversification 50%
• Price 50%
• Volatility 100%