Asymmetric wealth effect between US stock markets and US housing market and European stock markets : evidences from TAR and MTAR
Year of publication: |
2023
|
---|---|
Authors: | Coelho, Pedro Pacheco ; Gomes, Luís ; Ramos, Patrícia |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 7, Art.-No. 124, p. 1-14
|
Subject: | threshold autoregression | momentum threshold autoregression | cointegration | asymmetricerror correction | risk | financial markets | Schätzung | Estimation | Aktienmarkt | Stock market | Kointegration | Cointegration | USA | United States | Börsenkurs | Share price | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | EU-Staaten | EU countries | Vermögenseffekt | Wealth effect |
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