Do economic policy uncertainty and its components predict China's housing returns?

Author:

Yin Xiao-Cui,Li Xin,Wang Min-Hui,Qin Meng,Shao Xue-Feng

Funder

Qingdao Agricultural University

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference52 articles.

1. Economic policy uncertainty, US real housing returns and their volatility: a nonparametric approach;André;J. Real Estate Res.,2017

2. Dynamic co-movements between economic policy uncertainty and housing market returns;Antonakakis;J. Real Estate Portfolio Manag.,2015

3. Dynamic spillovers in the United States: stock market, housing, uncertainty and the macroeconomy;Antonakakis;South. Econ. J.,2016

4. Causality between economic policy uncertainty and real housing returns in emerging economies: a cross-sample validation approach;Aye;Cogent Econom. Fin.,2018

5. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

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