Search Results - subject:"non-linear causality tests"

Relationship between foreign macroeconomic conditions and Asian-Pacific public real estate markets: The relative influence of the US and China

Liow, Kim Hiang; Huang, Yuting; Heng, Kai Li - In: International Journal of Financial Studies 7 (2019) 4, pp. 1-28

The aim of this paper was to examine the relationship between changes in the US and China macroeconomic conditions and the excess returns of nine Asian-Pacific public real estate markets (Singapore, Indonesia, Malaysia, the Philippines, Thailand, Australia, Taiwan, Hong Kong, and Japan). We...

Persistent link: https://www.econbiz.de/10013200238

Relationship between foreign macroeconomic conditions and Asian-Pacific public real estate markets : the relative influence of the US and China

Liow, Kim Hiang; Huang, Yuting; Heng, Kai Li - In: International Journal of Financial Studies : open … 7 (2019) 4/60, pp. 1-28

Persistent link: https://www.econbiz.de/10012150474

Conventional Nonlinear Relationships between GDP , Inflation and Stock Market Returns. An investigation for the Greek Economy

Tserkezos, Dikaios; Thanou, Eleni - Department of Economics, University of Crete

One of the most enduring debates in economics is whether financial development causes in a linear or nonlinear manner, economic growth or whether it is a consequence of increased economic activity. Little research into this question has been done for the case of Greece especially in a nonlinear...

Persistent link: https://www.econbiz.de/10010731957