Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality
Author:
Funder
Ministry of Science and Technology, Taiwan
Publisher
Elsevier BV
Subject
Finance
Reference27 articles.
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2. The causality between liquidity and volatility in the Polish stock market;Bedowska-Sojka;Financ. Res. Lett.,2019
3. Uncovering the interrelationship between the US stock and housing markets: a bootstrap rolling window Granger causality approach;Chang;Appl. Econ.,2017
4. Time-varying causality in the price-rent relationship: revisiting housing bubble symptoms;Chen;J. Hous. Built Environ.,2021
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