The investigation of the dynamic linkages between real estate market and stock market in Greece
Author:
Affiliation:
1. School of Management, University of Bath, Bath, UK
2. Department of Economics, Aristotel University of Thessaloniki, Thessaloniki, Greece
3. Southampton Business School, University of Southampton, Southampton, UK
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2018.1532443
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1. Likelihood of a model and information criteria
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4. The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency
5. Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
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