美国住房市场与股票市场的相互作用:一个马尔可夫转换方法

IF 1.2 4区经济学 Q3 BUSINESS, FINANCE

Journal of Real Estate Research Pub Date : 2020-12-01 DOI:10.1080/08965803.2020.1837604

Ming-Chu Chiang, T. Sing, Long Wang

引用次数: 4

摘要

本研究使用马尔可夫切换向量自回归模型(MSVAR)模型来检验美国股票和房地产市场回报之间的动态关系，涵盖了从…

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Interactions Between Housing Market and Stock Market in the United States: A Markov Switching Approach

This study uses the Markov switching vector autoregressive model (MSVAR) model to examine dynamic relationships between stock and housing market returns in the United States covering the period fro...

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来源期刊

Journal of Real Estate Research Multiple-

CiteScore

1.40

自引率

12.50%

发文量

期刊介绍： The American Real Estate Society (ARES), founded in 1985, is an association of real estate thought leaders. Members are drawn from academia and the profession at large, both in the United States and internationally. The Society is dedicated to producing and disseminating knowledge related to real estate decision making and the functioning of real estate markets. The objectives of the American Real Estate Society are to encourage research and promote education in real estate, improve communication and exchange of information in real estate and allied matters among college/university faculty and practicing professionals, and facilitate the association of academic, practicing professional, and research persons in the area of real estate.