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Time-frequency connectedness across housing markets, stock market and uncertainty : a wavelet-time varying parameter vector autoregression

Alqaralleh, Huthaifa; Uddin, Mohammed Gazi Salah; … - 2022

Persistent link: https://www.econbiz.de/10013167183

The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach

Alqaralleh, Huthaifa; Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167223

Dynamic relations between housing markets, stock markets, and uncertainty in global cities : a time-frequency approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Uddin, … - 2022

Persistent link: https://www.econbiz.de/10013366320

Dynamic relations between housing Markets, stock Markets, and uncertainty in global cities : a time-frequency approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Uddin, … - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014485226

The extreme spillover from climate policy uncertainty to the Chinese sector stock market : wavelet time-varying approach

Alqaralleh, Huthaifa - In: Letters in spatial and resource sciences : LSRS 16 (2023) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014330520

Modelling Housing Market Cycles in Global Cities

Canepa, Alessandra - 2020

In this paper, we consider the dynamic features of house price in metropolises that are characterised by a high degree of internationalisation. Using a generalised smooth transition (GSTAR) model we show that the dynamic symmetry in house price cycles is strongly rejected for the housing markets...

Persistent link: https://www.econbiz.de/10012843793