Interactions between Housing Market and Stock Market in the United States: A Markov Switching Approach
10.1080/08965803.2020.1837604
Saved in:
Main Authors: | Ming-Chu Chiang, Tien Foo Sing, Long Wang |
---|---|
Other Authors: | REAL ESTATE |
Format: | Article |
Published: |
Taylor & Francis
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/185595 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Markov switching model of philippine stock market volatility
by: Almonares, Ray Anthony L.
Published: (2019) -
Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPM
by: Karn Thamprasert, et al.
Published: (2018) -
Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPM
by: Karn Thamprasert, et al.
Published: (2018) -
An analysis of contagion effect on ASEAN stock market using multivariate markov switching DCC GARCH
by: Terdthiti Chitkasame, et al.
Published: (2019) -
Co-movement of stock price indices between United States and the Asian stock markets.
by: Tang, Wee Pin., et al.
Published: (2008)