Do economic policy uncertainty and its components predict China's housing returns?-Reference-Cited by-同舟云学术

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

Published:2021-09 Issue: Volume:68 Page:101575
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

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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1. Economic uncertainty and direct property performance: a systematic review using the SPAR-4-SLR protocol;Journal of Property Investment & Finance;2023-12-04

2. Dynamics of property prices and asymmetrical impacts of economic policy uncertainty: new evidence from Indian cities;International Journal of Housing Markets and Analysis;2023-11-16

3. Economic policy uncertainty, jump dynamics, and oil price volatility;Energy Economics;2023-04

4. Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis;Pacific-Basin Finance Journal;2023-02

5. Time-varying impacts of monetary policy uncertainty on China's housing market;Economic Modelling;2023-01