House price-stock price relations in Thailand: an empirical analysis
Purpose: The purpose of this paper is to empirically evaluate the wealth and credit‐price effects in the relations between housing prices and stock prices for Thailand using quarterly data from 1995 to 2006. Design/methodology/approach: The analysis relies on a four‐variable vector autoregression (...
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| Format: | Article |
| Language: | English |
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Emerald Group Publishing
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/15027/ http://psasir.upm.edu.my/id/eprint/15027/1/House%20price-stock%20price%20relations%20in%20Thailand%20an%20empirical%20analysis.pdf |