This aim of this study was to determine the extent of any convergence in house prices across China, using a regional panel data set. The results showed little evidence of convergence across the regions, although there is evidence of a ripple effect starting in Shanghai, Guangzhou and Beijing,...

In this paper we investigate the nature of the relationship between stock prices and spot exchange rates using recent developments in time series modelling. We are able to explain why traditional econometric techniques show little correlation between bilateral exchange rates and stock prices....

The paper investigates the nature of the relationship between stock prices and interest rates, using the cointegration and co-dependence techniques. Using data for the G-7 economies, the evidence suggests that in general stock prices and interest rates do not exhibit a long-run common trend, but...

The aim of this study is to determine whether the domestic economy as represented by the interest rate, the international economic status as represented by the exchange rate or both determine sovereign Credit Default Swap (CDS) spreads. Using a Vector Autoregressive (VAR) and Granger...

The aim of this article is to determine whether house price uncertainty has been an important determinant of the Taylor rule-based interest rate during the years leading up to the financial crisis. A Generalized Autoregressive Conditional Heteroskedasticity (GARCH)-based specification has been...

The aim of this study is to determine whether environmental taxes affect levels of pollution and energy consumption. Using a panel of European Union (EU) members and Norway, there is a significant negative relationship between environmental taxes and pollution, but no relationship between...