Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
Nikolaos Antonakakis, Christos Floros
| Year of publication: |
March 2016
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|---|---|
| Authors: | Antonakakis, Nikolaos ; Floros, Christos |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 44.2016, p. 111-122
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| Subject: | Housing market | Stock market | Economic policy uncertainty | Spillover | Vector autoregression | Impulse response | Großbritannien | United Kingdom | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Aktienmarkt | Wohnungsmarkt | Volatilität | Volatility | Immobilienmarkt | Real estate market | Risiko | Risk | 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.2016.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011623962