Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Year of publication: |
March 2017
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Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Sousa, Ricardo M. ; Wohar, Mark E. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 269-279
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Subject: | Stock returns | Housing returns | Causality-in-quantiles test | Nonparametric | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Immobilienpreis | Real estate price | Schätzung | Estimation | Kausalanalyse | Causality analysis |
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