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    • Is There Excess Comovement in the U.S. Real Estate Markets 

      Kallberg, Jarl; Liu, Crocker H.; Pasquariello, Paolo (2007-09-14)
      This study addresses the recent performance of the U.S. residential real estate market. We investigate the comovement among Case-Shiller Home Price Indices for 14 metropolitan areas from January 1987 to October 2006. We ...