Portfolio diversification possibilities between the stock and housing markets in G7 countries : evidence from the time-varying Granger causality
Year of publication: |
2022
|
---|---|
Authors: | Chen, Chien-Fu ; Chiang, Shu-hen |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-9
|
Subject: | Market integration | Portfolio diversification | Stock and housing markets | Time-varying granger causality | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Immobilienmarkt | Real estate market | Marktintegration | Wohnungsmarkt | Housing market | Kapitaleinkommen | Capital income |
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