Dynamic information transfer in the United States housing and stock markets
Year of publication: |
November 2015
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Authors: | Tsai, I-Chun |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 34.2015, p. 215-230
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Subject: | Spillover | The stock market | The housing market | Information transmission | Aktienmarkt | Stock market | USA | United States | Immobilienmarkt | Real estate market | Immobilienpreis | Real estate price | Informationsverbreitung | Information dissemination | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Wohnungsmarkt | Housing market |
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