Regime switching behaviour of real estate and equity prices in emerging countries
Year of publication: |
August 2016
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Authors: | Njavro, Mato ; Posedel Šimović, Petra ; Vizek, Maruška |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 25.2016, 4, p. 396-410
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Subject: | emerging economies | equity prices | real estate prices | regime switching | TAR model | Schwellenländer | Emerging economies | Immobilienpreis | Real estate price | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM | Immobilienmarkt | Real estate market |
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