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Are stock and real estate markets integrated? An empirical study of six Asian economies · Study

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ArticleAre stock and real estate markets integrated? An empirical study of six Asian economies

Tsoyu Calvin Lin2011

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Are stock and real estate markets integrated? An empirical study of six Asian economies

Tsoyu Calvin Lin · Zong-Han Lin

88 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1980Macroeconomics and Reality 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1996The Financial Accelerator and the Flight to Quality 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?2005Comparing Wealth Effects: The Stock Market versus the Housing Market

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2019Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China 2012Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010 2014Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 2014The integration of direct real estate and stock markets in Asia 2019Relationship between the United States housing and stock markets: Some evidence from wavelet analysis

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Year2011

Typearticle

Published2011-05-22

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations88

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.pacfin.2011.05.001

openalex_workW2018952836

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