How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch-Reference-Cited by-同舟云学术

How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch

Published:2020-08-25 Issue: Volume: Page:1-26
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Salisu Afees A.¹²,Gupta Rangan³

Affiliation:

1. Department for Management of Science and Technology Development, Ton Duc Thang University, Ho Chi Minh City, Vietnam

2. Faculty of Business Administration, Ton Duc Thang University, Ho Chi Minh City, Vietnam

3. Department of Economics, University of Pretoria, Pretoria, South Africa

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2020.1807322

Reference61 articles.

1. Spillovers from the oil sector to the housing market cycle

2. Stock Market Asymmetric Volatility and Macroeconomic Dynamics in Central and Eastern Europe

3. Alper, C. E., S. Fendoglu, and B. Saltoglu 2008. Forecasting stock market volatilities using MIDAS regression: An application to the emerging markets. MPRA Paper No. 7460.

4. Should Macroeconomic Forecasters Use Daily Financial Data and How?

5. Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note

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