The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
Xiao-Lin Li, Tsangyao Chang, Stephen M. Miller, Mehmet Balcilar, Rangan Gupta
| Year of publication: |
July 2015
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|---|---|
| Authors: | Li, Xiao-Lin ; Chang, Tsangyao ; Miller, Stephen M. ; Balcilar, Mehmet ; Gupta, Rangan |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 38.2015, p. 220-233
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| Subject: | Stock market | Housing market | Wavelet analysis | Frequency domain | Time domain | Aktienmarkt | USA | United States | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Immobilienmarkt | Real estate market | Zustandsraummodell | State space model | Korrelation | Correlation | Wohnungsmarkt | Immobilienpreis | Real estate price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.02.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572379