Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China
Tongshui Xia, Chen-Xi Yao, Jiang-Bo Geng
| Year of publication: |
2020
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|---|---|
| Authors: | Xia, Tongshui ; Yao, Chen-Xi ; Geng, Jiang-Bo |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 67.2020, p. 1-11
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| Subject: | Economic policy uncertainty | Stock market | China's housing market | Frequency domain | Information spillover | China | Spillover-Effekt | Spillover effect | Wirtschaftspolitik | Economic policy | Aktienmarkt | Wohnungsmarkt | Housing market | Volatilität | Volatility | Immobilienmarkt | Real estate market | Immobilienpreis | Real estate price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.101427 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299189