Interactions between housing market and stock market in the United States : a Markov switching approach
Year of publication: |
2020
|
---|---|
Authors: | Chiang, Ming-Chu ; Sing, Tien Foo ; Wang, Long |
Subject: | capital switching | Markov switching | real estate market | regime-dependent relationships | stock market | wealth effect | USA | United States | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Immobilienmarkt | Real estate market | Vermögenseffekt | Wealth effect | Schätzung | Estimation | Immobilienpreis | Real estate price | Wohnungsmarkt | Housing market | Börsenkurs | Share price | Kointegration | Cointegration |
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