Housing price dynamics : the impact of stock market sentiment and the spillover effect
Yao Zheng, Eric Osmer
| Year of publication: |
2021
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|---|---|
| Authors: | Zheng, Yao ; Osmer, Eric |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 854-867
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| Subject: | Aggregate stock market sentiment | Dynamic conditional correlation | Real estate | Return spillover | Segmentation | VAR-GARCH-M | Spillover-Effekt | Spillover effect | Immobilienpreis | Real estate price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation | Korrelation | Correlation | Volatilität | Volatility | Immobilienmarkt | Real estate market | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655714