Nonlinear causality relationship between stock and real-estate returns in PIGS countries: wealth effect or credit-price effect
Author:
Affiliation:
1. Department of Finance and Banking, Chinese Culture University, Taipei, Taiwan
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2016.1226480
Reference20 articles.
1. Frothy Housing Markets and Local Stock-Price Movements
2. Tests for Parameter Instability and Structural Change With Unknown Change Point
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5. Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
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