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Asset price bubbles : existence, persistence and migration

Gómez González, José Eduardo; Ojeda-Joya, Jair N.; … - In: The South African journal of economics 85 (2017) 1, pp. 52-67

Persistent link: https://www.econbiz.de/10011667418

Dynamic information transfer in the United States housing and stock markets

Tsai, I-Chun - In: The North American journal of economics and finance : a … 34 (2015), pp. 215-230

Persistent link: https://www.econbiz.de/10011539947

Investigating the links between UK house prices and share prices with copulas

Bissoondeeal, Rakesh K.; Tsiaras, Leonidas - In: The journal of real estate finance and economics 67 (2023) 3, pp. 423-452

Persistent link: https://www.econbiz.de/10014383373

Housing and stock market nexus in the US

Lin, Feng-Li; Wang, Mei-Chih; Kung, Hsien-Hung - 2020

Persistent link: https://www.econbiz.de/10012286922

On the dynamic relationship between the housing market, stock market, and macroeconomic variables in Hong Kong

So, Simon Man Shing; Huang, Red Ze Wei - In: The journal of prediction markets 16 (2022) 2, pp. 101-125

Persistent link: https://www.econbiz.de/10014289909

Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model

Schmitt, Noemi; Westerhoff, Frank H. - In: Economics letters 176 (2019), pp. 43-46

Persistent link: https://www.econbiz.de/10012121226

Interactions between housing market and stock market in the United States : a Markov switching approach

Chiang, Ming-Chu; Sing, Tien Foo; Wang, Long - In: Journal of real estate research : JRER ; a publication … 42 (2020) 4, pp. 552-571

Persistent link: https://www.econbiz.de/10012414465

Long-run and short-run impact of the US economy on stock, bond and housing markets : an evaluation of US and six major economies

Yunus, Nafeesa - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 211-232

Persistent link: https://www.econbiz.de/10014432012

Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s

Hu, Yang; Oxley, Les - 2017

Persistent link: https://www.econbiz.de/10011772141

Date-stamping US housing market explosivity

Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - 2017

In this paper, the authors set out to date-stamp periods of US housing price explosivity for the period 1830-2013. They make use of several robust techniques that allow them to identify such periods by determining when prices start to exhibit explosivity with respect to its past behaviour and...

Persistent link: https://www.econbiz.de/10011674010