The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom

Humanities and Social Sciences Communications, Год журнала: 2025, Номер 12(1)

Опубликована: Фев. 12, 2025

Язык: Английский

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Dynamics Between Housing and Stock Markets: International Evidence over 1870 to 2015

Journal of Real Estate Research, Год журнала: 2025, Номер unknown, С. 1 - 17

Опубликована: Янв. 9, 2025

This research investigates the dynamic relationship between housing and stock markets across nine countries. Using total return indices from 1870 to 2015, empirical results around globe consistently show that are linearly segmented, with fractional integration found in Denmark US. A positive lead-lag is observed for most countries, offering support wealth effect theory. The have important implications portfolio diversification strategy government policy.

Язык: Английский

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Unpacking Housing Market Connectedness

Опубликована: Янв. 1, 2025

Язык: Английский

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Spatial macroeconomics

Spatial Economic Analysis, Год журнала: 2024, Номер 19(3), С. 273 - 286

Опубликована: Июль 2, 2024

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