CASNI, Anita CEH; VIZEK, Maruska - In: Czech Journal of Economics and Finance (Finance a uver) 64 (2014) 2, pp. 100-119
This study analyzes the long-run cointegration relationship between equity and real estate prices in 30 developed and emerging economies divided into four subpanels related to the income level and the financial market structure. We test for cointegration between equity and real estate prices...