High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Mehmet Balcilar, Elie Bouri, Rangan Gupta, and Clement Kweku Kyei
| Year of publication: |
2021
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| Authors: | Balcilar, Mehmet ; Bouri, Elie ; Gupta, Rangan ; Kyei, Clement Kweku |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 22.2021, 4, p. 490-498
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| Subject: | Economic sentiment | Higher-order nonparametric causality in quantiles test | Housing returns and volatility | USA | United States | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wohnungsmarkt | Housing market | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Schätzung | Estimation | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Immobilienpreis | Real estate price | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2020.1822359 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649950