Regime switching behaviour of real estate and equity prices in emerging countries
Year of publication: |
August 2016
|
---|---|
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
|
Subject: | emerging economies | equity prices | real estate prices | regime switching | TAR model | Immobilienpreis | Real estate price | Schwellenländer | Emerging economies | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Immobilienmarkt | Real estate market | Immobilien | Real estate |
-
Are there nonlinearities in the interaction of equity and real estate markets?
Posedel Šimović, Petra, (2014)
-
Kołtuniak, Marcin, (2016)
-
The diverging role of the systematic risk factors : evidence from real estate stock markets
Lang, Stephan, (2015)
- More ...
-
The determinants of country risk premium volatility : evidence from a panel VAR model
Palić, Petra, (2017)
-
The nonlinear house price adjustment process in developed and transition countries
Posedel Šimović, Petra, (2010)
-
Posedel Šimović, Petra, (2011)
- More ...