Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

16 references·7 citing·44 second hop

FromToDepth

this work references cited by second hop

References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
1988Statistical analysis of cointegration vectors17,038 cited
1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1980Macroeconomics and Reality12,826 cited
1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
1996The Financial Accelerator and the Flight to Quality2,351 cited
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?1,589 cited
2005Comparing Wealth Effects: The Stock Market versus the Housing Market1,109 cited
1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets339 cited
1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis294 cited
1999The Integration of Commercial Real Estate Markets and Stock Markets290 cited
1990The integration of the real estate market and the stock market: Some preliminary evidence216 cited
2005Evolution of international stock and bond market integration: Influence of the European Monetary Union213 cited
1997Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

147 cited

1992The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency118 cited

2005Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets111 cited

Cited by

2019Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China93 cited
2012Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–201068 cited
2014Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust63 cited
2014The integration of direct real estate and stock markets in Asia43 cited
2019Relationship between the United States housing and stock markets: Some evidence from wavelet analysis36 cited
2023Warm-Glow Investing and the Greenwashing Hypothesis28 cited
2022Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality21 cited