Investigate the Relationship between Real Estate and Stock Markets in China by Using Nonlinear Model
碩士 === 靜宜大學 === 財務金融研究所 === 97 === In this study, we use the asymmetrical threshold cointegration tests developed by Enders and Granger (1998) and Enders and Siklos (2001) to investigate whether any significant relationship and asymmetric adjustment exists between real estate and stock markets in Ch...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/pmh57d |