Uncovering the interrelationship between the U.S. stock and housing markets : a bootstrap rolling window Granger causality approach
Tsangyao Chang, Su-Ling Tsai and Kai-yin Allison Haga
| Year of publication: |
December 2017
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|---|---|
| Authors: | Chang, Tsangyao ; Tsai, Su-Ling ; Haga, Kai Yin Allison |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 58, p. 5841-5848
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| Subject: | Housing market | stock market | rolling window | bootstrap Granger nonlinear causality test | Kausalanalyse | Causality analysis | USA | United States | Aktienmarkt | Stock market | Bootstrap-Verfahren | Bootstrap approach | Wohnungsmarkt | Immobilienpreis | Real estate price | Immobilienmarkt | Real estate market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1346365 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011845819