An update on the study of the threshold autoregressive (TAR) approach on the analysis of the behavior of real estate company stock prices subject to different real rate of interest regimes from 2000 to 2010

• Main Authors: Cheng, Karen Joy A., Cuyco, Alvin Jason C., Hui, Adeline Levina N.
• Format: text
• Language: English
• Published: Animo Repository 2012
• Subjects: Real estate investment > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/18366
• Institution: De La Salle University

The purpose of this study is to update a prior study and determine the significance of the real rate of interest and previous real estate stock prices on the behavior of the current stock prices during the high interest rate and low interest rate regimes against those found in the prior study by using threshold autoregressive (TAR) model. TAR model, which was also used in the prior study, is more efficient in capturing the behavior of real estate stock prices. Furthermore, it will be beneficial to investors as it can help them determine the strategies to be implemented on a given scenario such as a high or low interest rate. Investors can use the results of this study as a guide in creating strategic trading rules when investing in the real estate stock market. Therefore, the study could contribute more knowledge to the investors and add up to the factors that they consider in their decision-making.