High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests

Goodness C. Aye1, Christina Christou2, Rangan Gupta1, Christis Hassapis3
1Department of Economics, University of Pretoria, 0002, Pretoria, South Africa
2School of Economics and Management, Open University of Cyprus, 2252, Latsia, Cyprus
3School of Economics and Management, Department of Economics, University of Cyprus, P.O. Box 20537, CY- 1678, Nicosia, Cyprus

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