Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Mehmet Balcilar, Rangan Gupta, Ricardo M. Sousa, Mark E. Wohar
| 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 | Immobilienpreis | Real estate price | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.12.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747274