This study employs an Exponential Generalized Autoregressive Conditional Heteroscedasticity-in-Mean (EGARCH-M) model to determine whether regional house prices in the UK share any of the properties associated with assets such as equities. The results suggest there is some evidence of a positive...

This article examines the relationship between financial liberalization and stock market volatility in Indonesia. By looking at the time series properties of the Jakarta Composite Index (JCI) we identify breaks in stock market volatility which coincide with the timing of major policy events. Our...

This study examines a version of the monetary model of the exchange rate, which incorporates a stock price measure. Using the ARDL Bounds testing approach, we produce evidence of cointegration, well-specified ECMs and forecasts that outperform a random walk.