Information Content of Nonlinear Short-run Adjustments between Used-House Prices and Stock Prices –for Examples of Asian Emerging Countries
碩士 === 華夏技術學院 === 資產與物業管理研究所 === 99 === This study uses the powerful nonparametric co-integration test of Bierens (1997) to examine whether non-linear co-integration exists between the prices of used houses and the corresponding stocks in China and the Four Asian Tigers, respectively. In addition, i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06516754510092088710 |