Matches in SemOpenAlex for { <https://semopenalex.org/work/W1497258980> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W1497258980 endingPage "53" @default.
- W1497258980 startingPage "41" @default.
- W1497258980 abstract "Using the threshold auto-regressive (TAR) model, we set out in this study to determine whether any long-run equilibrium relationship exists between the stock and real estate markets of the European countries, with our empirical results revealing that such a long-term relationship does indeed exist under a specific threshold value. We go on to adopt the threshold error-correction model (TECM) to determine whether a similar relationship is discernible between two specific variables and any non-linear forms. The findings clearly point to the existence of long-run unidirectional and bidirectional causality between the real estate market and the stock market in regions both above and below the threshold level. Finally, we find the existence of both wealth and credit price effects in the real estate markets and stock markets of European countries, again both above and below the threshold value, which thereby offers a better interpretation of the meaning of the macroeconomic factors." @default.
- W1497258980 created "2016-06-24" @default.
- W1497258980 creator A5041297026 @default.
- W1497258980 creator A5067501418 @default.
- W1497258980 creator A5079462108 @default.
- W1497258980 date "2011-01-01" @default.
- W1497258980 modified "2023-09-23" @default.
- W1497258980 title "A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries" @default.
- W1497258980 hasPublicationYear "2011" @default.
- W1497258980 type Work @default.
- W1497258980 sameAs 1497258980 @default.
- W1497258980 citedByCount "1" @default.
- W1497258980 countsByYear W14972589802014 @default.
- W1497258980 crossrefType "posted-content" @default.
- W1497258980 hasAuthorship W1497258980A5041297026 @default.
- W1497258980 hasAuthorship W1497258980A5067501418 @default.
- W1497258980 hasAuthorship W1497258980A5079462108 @default.
- W1497258980 hasConcept C10138342 @default.
- W1497258980 hasConcept C106159729 @default.
- W1497258980 hasConcept C127413603 @default.
- W1497258980 hasConcept C149782125 @default.
- W1497258980 hasConcept C151730666 @default.
- W1497258980 hasConcept C162324750 @default.
- W1497258980 hasConcept C202632270 @default.
- W1497258980 hasConcept C204036174 @default.
- W1497258980 hasConcept C2780299701 @default.
- W1497258980 hasConcept C2780762169 @default.
- W1497258980 hasConcept C78519656 @default.
- W1497258980 hasConcept C82279013 @default.
- W1497258980 hasConcept C86803240 @default.
- W1497258980 hasConceptScore W1497258980C10138342 @default.
- W1497258980 hasConceptScore W1497258980C106159729 @default.
- W1497258980 hasConceptScore W1497258980C127413603 @default.
- W1497258980 hasConceptScore W1497258980C149782125 @default.
- W1497258980 hasConceptScore W1497258980C151730666 @default.
- W1497258980 hasConceptScore W1497258980C162324750 @default.
- W1497258980 hasConceptScore W1497258980C202632270 @default.
- W1497258980 hasConceptScore W1497258980C204036174 @default.
- W1497258980 hasConceptScore W1497258980C2780299701 @default.
- W1497258980 hasConceptScore W1497258980C2780762169 @default.
- W1497258980 hasConceptScore W1497258980C78519656 @default.
- W1497258980 hasConceptScore W1497258980C82279013 @default.
- W1497258980 hasConceptScore W1497258980C86803240 @default.
- W1497258980 hasIssue "1" @default.
- W1497258980 hasLocation W14972589801 @default.
- W1497258980 hasOpenAccess W1497258980 @default.
- W1497258980 hasPrimaryLocation W14972589801 @default.
- W1497258980 hasRelatedWork W1541023812 @default.
- W1497258980 hasRelatedWork W2065259729 @default.
- W1497258980 hasRelatedWork W2088535826 @default.
- W1497258980 hasRelatedWork W2156574362 @default.
- W1497258980 hasRelatedWork W2263946392 @default.
- W1497258980 hasRelatedWork W2500475138 @default.
- W1497258980 hasRelatedWork W2602507993 @default.
- W1497258980 hasRelatedWork W2705854329 @default.
- W1497258980 hasRelatedWork W2894584457 @default.
- W1497258980 hasRelatedWork W2915232491 @default.
- W1497258980 hasRelatedWork W3010664565 @default.
- W1497258980 hasRelatedWork W3122200545 @default.
- W1497258980 hasRelatedWork W3122311290 @default.
- W1497258980 hasRelatedWork W3122547336 @default.
- W1497258980 hasRelatedWork W3123498741 @default.
- W1497258980 hasRelatedWork W3123721487 @default.
- W1497258980 hasRelatedWork W3124889382 @default.
- W1497258980 hasRelatedWork W3125061857 @default.
- W1497258980 hasRelatedWork W3128943807 @default.
- W1497258980 hasRelatedWork W90042470 @default.
- W1497258980 isParatext "false" @default.
- W1497258980 isRetracted "false" @default.
- W1497258980 magId "1497258980" @default.
- W1497258980 workType "article" @default.