Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
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Date
2017Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Quantitative FinanceVolume
Pages / Article No.
Publisher
RoutledgeSubject
Housing market; Lead-lag structure; Monetary policy; Statistical test; Symmetric thermal optimal pathOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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