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Kiohos et al., 2017 - Google Patents

Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets

Kiohos et al., 2017

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Document ID
719251970442971216
Author
Kiohos A
Babalos V
Koulakiotis A
Publication year
Publication venue
Finance Research Letters

External Links

Snippet

Employing an innovative ECM-ARFIMA methodology, we set out to explore the dynamic interdependence of stock and securitized real estate markets for two developed western economies that exhibit different characteristics. The empirical analysis ran from 2/1/1990 to …
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
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    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G—PHYSICS
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