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Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis

Yunus, Nafeesa - In: Applied economics 50 (2018) 36, pp. 3899-3922

Persistent link: https://www.econbiz.de/10012060163

Co-movement among oil, stock, bond, and housing markets : an analysis of U.S., Asian, and European economies

Yunus, Nafeesa - In: International review of finance : the official journal … 23 (2023) 2, pp. 393-436

Persistent link: https://www.econbiz.de/10014326307

A note on cointegration of international stock market indices

Dimpfl, Thomas - In: International review of financial analysis 33 (2014), pp. 10-16

Persistent link: https://www.econbiz.de/10010520092

Random walks and the cointegration of the ACLI and NCREIF

Shilton, Leon G. - In: Real estate economics : journal of the American Real … 28 (2000) 3, pp. 435-465

Persistent link: https://www.econbiz.de/10001516139

Could the bubble in U.S. house prices have been detected in real time?

Benati, Luca - 2017

I explore whether time-series methods exploiting the long-run equilibrium properties of the housing market might have detected the disequilibrium in U.S. house prices which pre-dated the Great Recession as it was building up. Based on real-time data, I show that a VAR in levels identified as in...

Persistent link: https://www.econbiz.de/10011824294

An empirical study on efficient market hypothesis : the case of Indian capital markets

Kalsie, Anjala - In: Mudra : journal of finance and accounting 1 (2014) 2, pp. 71-83

Persistent link: https://www.econbiz.de/10011285089

Fractional integration in daily stock market indices at Jordan's Amman stock exchange

Al-Shboul, Mohammad; Anwar, Sajid - In: The North American journal of economics and finance : a … 37 (2016), pp. 16-37

Persistent link: https://www.econbiz.de/10011672875

Random Walks and Market Efficiency : Evidence from International Real Estate

Kleiman, Robert T.; Payne, James E.; Sahu, Anandi - 2007

support for weak-form market efficiency in the real estate markets. In addition, Johansen-Juselius co-integration analysis … reveals that all three markets appear co-integrated and share a common longrun stochastic trend. Results of co-integration …

Persistent link: https://www.econbiz.de/10014050593

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

U.S. uncertainty and Asian stock prices : evidence from the asymmetric NARDL model

Liang, Chin Chia; Troy, Carol; Rouyer, Ellen - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012659104

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