Nonlinear causality relationship between stock and real-estate returns in PIGS countries : wealth effect or credit-price effect
Tienwei Lou
| Year of publication: |
July 2017
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|---|---|
| Authors: | Lou, Tienwei |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 10/12, p. 736-741
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| Subject: | stock return | real-estate return | wealth effect | credit-price effect | quantile causality regression | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Vermögenseffekt | Wealth effect | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1226480 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714177