Uncovering the interrelationship between the U.S. stock and housing markets : a bootstrap rolling window Granger causality approach
Year of publication: |
December 2017
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Authors: | Chang, Tsangyao ; Tsai, Su-Ling ; Haga, Kai Yin Allison |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 58, p. 5841-5848
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Subject: | Housing market | stock market | rolling window | bootstrap Granger nonlinear causality test | Kausalanalyse | Causality analysis | USA | United States | Aktienmarkt | Stock market | Wohnungsmarkt | Bootstrap-Verfahren | Bootstrap approach | Immobilienmarkt | Real estate market | Kointegration | Cointegration | Immobilienpreis | Real estate price |
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