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Interactions Between Housing Market and Stock Market in the United States: A Markov Switching Approach
Journal of Real Estate Research ( IF 0.8 ) Pub Date : 2020-10-01 , DOI: 10.1080/08965803.2020.1837604
Ming-Chu Chiang,Tien Foo Sing,Long Wang

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...

中文翻译:

美国房地产市场与股票市场的相互作用:马尔可夫转换方法

本研究使用马尔可夫切换向量自回归模型 (MSVAR) 模型来检验美国股市和房地产市场回报之间的动态关系,涵盖该时期...
更新日期:2020-10-01
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