Lee, Ming-Te; Lee, Chyi Lin; Lee, Ming-Long; Liao, Chien-Ya - In: International Journal of Housing Markets and Analysis 10 (2017) 2, pp. 305-323
Purpose The purpose of this study is to examine the linkages between Australian house prices and stock prices under the Toda and Yamamoto test framework. Specifically, it investigated whether there is a capital switching effect between house prices and stock prices. Design/methodology/approach...