经济政策不确定性与房地产市场回报之间的动态协同运动

Q2 Economics, Econometrics and Finance
N. Antonakakis, Rangan Gupta, C. André
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引用次数: 71

摘要

我们研究了美国房地产市场回报与经济政策不确定性之间的动态相关性。我们的研究结果表明,这种相关性是时变的,对经济基本面和美国经济衰退很敏感。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Dynamic co-movements between economic policy uncertainty and housing market returns
We examine dynamic correlations between housing market returns and economic policy uncertainty in the United States. Our findings suggest that correlations are time-varying and sensitive to economic fundamentals and US recessions.
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来源期刊
Journal of Real Estate Portfolio Management
Journal of Real Estate Portfolio Management Economics, Econometrics and Finance-Economics, Econometrics and Finance (miscellaneous)
自引率
0.00%
发文量
13
期刊介绍: The Journal of Real Estate Portfolio Management (JREPM) is a publication of the American Real Estate Society (ARES). Its purpose is to disseminate applied research on real estate investment and portfolio management.
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