Results 241 to 250 of about 26,482 (281)

Real estate's information and volatility links with stock, bond and money markets [PDF]

open access: possibleAccounting and Finance, 2018
AbstractWe examine real estate's information and volatility linkages with stock, bond and money markets. Based on the theory that the volatility of prices directly reflects of the rate at which information flows to the market (Kyle, ; Ross, ), we propose that information linkages across markets are revealed in the correlations of their volatilities ...
Lin Mi, Allan Hodgson
exaly   +3 more sources

Does “hot money” drive China's real estate and stock markets?

International Review of Economics and Finance, 2010
Abstract The paper investigates the extent of the impact from “hot money” or speculative capital inflow on the fluctuations of China's real estate market and stock market. The results indicate that hot money has driven up property prices as well as contributed to the accelerating volatilities in both markets due to its enormous size and its short ...
Feng Guo, Ying Sophie Huang
exaly   +2 more sources

Common stock returns, real activity, money, and inflation: Some international evidence

Journal of International Money and Finance, 1985
Abstract This paper tests whether the negative relationship between real stock returns and inflation in the United States is in fact proxying for a positive relationship between stock returns and real activity variables in six major industrial countries over 1966–1979.
Gershon Mandelker, Kishore Tandon
exaly   +2 more sources

Real stock prices and the long-run money demand function: evidence from Canada and the USA

Journal of International Money and Finance, 1996
Abstract This paper investigates the relationship between stock prices and the long-run money demand function in Canada and the USA during the post WWII period (1955–1989). The empirical investigation is conducted by means of the Johansen method of cointegration and the error correction modelling strategy.
Taufiq Choudhry
exaly   +2 more sources

Real stock prices and the long-run demand for money in Germany

Applied Financial Economics, 1998
The Johansen procedure of cointegration is used to test the hypothesis of a stationary relationship between real money balances, real income, interest rates and real stock prices in Germany for the period 1960–89, and an error correction representation of the data is used to explain the short-run dynamics of the demand for money. Results indicate that:
exaly   +2 more sources

A Model of Monetary and Fiscal Policy Effects on the Money Stock, Price Level, and Real Output

Journal of Money, Credit and Banking, 1969
The purposes of this paper are (1) to present a theoretical economic model of aggregate demand, capable of explaining the stock of money and other important endogenous variables in terms of the four main domestic monetary and fiscal policy tools (they are: government purchases, taxation, borrowing, and printing money); (2) to analyze the eSects of ...
exaly   +2 more sources

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