Housing activity is an important indicator of general economic activity, and house price movements are an important variable in international financial markets. In this chapter we utilise vector autoregressive models to examine how the interrelationship between housing activity and general...

The primary aim of this chapter is to examine whether the recent increase in world oil prices has affected inflation expectations and stock market returns in major OECD countries. The key findings are as follows. First, we found no evidence to support the presence of a long term relationship...

In this chapter we use a new data weighting process to examine the relationships between stock market returns in major Southeast Asian nations. Investigation is then directed to financial integration between those ASEAN countries and the larger Asia-Pacific region. The findings indicate that,...