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RePEcMacro-Finance & Rates

Housing Market Connectedness

The research uses machine learning and quantile connectedness models to study the international housing market, emphasizing the significant influence of the US housing market and its interest rates.

Featured in No. 87 on 5 Mar 2025 · on release day

Released
5 Mar 2025
First featured
No. 87 · 5 Mar 2025
Published in
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Identifier
RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000014

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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