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Ziliang Yu

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Articles

  • Low‐ frequency versus high‐frequency housing price spillovers in China

    May 22, 2024 | onlinelibrary.wiley.com | Jian Yang |Zheng Li |Ziliang Yu

    REFERENCES , & (2014) Property taxes and home prices: a tale of two cities. Journal of Econometrics, 180, 1–15. & (2018) Measuring the frequency dynamics of financial connectedness and systemic risk. Journal of Financial Econometrics, 16, 271–296. (2007) Did highways cause suburbanization? Quarterly Journal of Economics, 122, 775–805. , , , & (2019) Identifying booms and busts in house prices under heterogeneous expectations. Journal of Economic Dynamics and Control, 103, 234–259.

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