The objective of this study is to verify the existence of the spillover effects within the complex system of internationally co-integrated real estate and financial markets in the case of the growth rates of the price indices of the direct real estate and indirect real estate investment markets within the selected national economies in the CEE region and to discuss the time stability of their directions, using research methods with physics and econometrics origins. The article considers the case of potential spillover effects between the Polish and Austrian national economies. Presented results have been obtained using wavelet analysis methods, such as wavelet coherency, wavelet phase difference, and wavelet partial phase difference analyse...
In this article we investigate comovement of the three Central and Eastern European (CEE) stock mar...
JEL classification: C22 E4 G1 R3 Keywords: Real estate markets Macroeconomic factors Dynamic coheren...
This paper contributes to the literature on international stock market co-movements and contagion. T...
The paper aims at gaining insights on the spatio-temporal mechanism of house price spillovers, also ...
Wavelet coherence of time series provide valuable information about dynamic correlation and its impa...
Purpose: The studies on international housing markets have not modeled frequency domain and focused ...
Effective acquisition of funds, including European Union (EU) funds, designated for example, creatin...
In the literature, studies on real estate market were mainly concentrating on the relation between p...
In this paper, studies on the real estate markets mainly focused on the relationship between abrupt ...
The paper examines the comovement and spillover dynamics between the returns of the Czech and some m...
In this article we investigate comovement of the three Central and Eastern European (CEE) stock mark...
ABSTRACT: In this paper, a wavelet analysis of long-range dependence (LRD) based on the Hurst expone...
Wavelets orthogonally decompose data into different frequency components, and the temporal and frequ...
A wavelet analysis of long-range dependence based on the Hurst exponent is presented in this paper. ...
The analysis in the paper, conducted using the GDP and the GDP deflator time series (OECD source; 19...
In this article we investigate comovement of the three Central and Eastern European (CEE) stock mar...
JEL classification: C22 E4 G1 R3 Keywords: Real estate markets Macroeconomic factors Dynamic coheren...
This paper contributes to the literature on international stock market co-movements and contagion. T...
The paper aims at gaining insights on the spatio-temporal mechanism of house price spillovers, also ...
Wavelet coherence of time series provide valuable information about dynamic correlation and its impa...
Purpose: The studies on international housing markets have not modeled frequency domain and focused ...
Effective acquisition of funds, including European Union (EU) funds, designated for example, creatin...
In the literature, studies on real estate market were mainly concentrating on the relation between p...
In this paper, studies on the real estate markets mainly focused on the relationship between abrupt ...
The paper examines the comovement and spillover dynamics between the returns of the Czech and some m...
In this article we investigate comovement of the three Central and Eastern European (CEE) stock mark...
ABSTRACT: In this paper, a wavelet analysis of long-range dependence (LRD) based on the Hurst expone...
Wavelets orthogonally decompose data into different frequency components, and the temporal and frequ...
A wavelet analysis of long-range dependence based on the Hurst exponent is presented in this paper. ...
The analysis in the paper, conducted using the GDP and the GDP deflator time series (OECD source; 19...
In this article we investigate comovement of the three Central and Eastern European (CEE) stock mar...
JEL classification: C22 E4 G1 R3 Keywords: Real estate markets Macroeconomic factors Dynamic coheren...
This paper contributes to the literature on international stock market co-movements and contagion. T...