부동산시장과 주식시장사이의 연관성에 관한 연구 : 미국 증시와 부동산 리츠(REITs)를 중심으로 = A study on the inter-relationship between real estate and stock markets : focused on US stock and REITs markets
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부동산시장과 주식시장사이의 연관성에 관한 연구 : 미국 증시와 부동산 리츠(REITs)를 중심으로 = A study on the inter-relationship between real estate and stock markets : focused on US stock and REITs markets' 의 주제별 논문영향력
논문영향력 요약
주제
Granger-causality test
Impulse Response Analysis
lead-lag
reits
var
vecm
그랜즈인과관계
벡터자기회귀모형
분산분해 분석
선도-지연
충격반응함수분석
동일주제 총논문수
논문피인용 총횟수
주제별 논문영향력의 평균
626
0
0.0%
주제별 논문영향력
논문영향력
주제
주제별 논문수
주제별 피인용횟수
주제별 논문영향력
주제어
Granger-causality test
31
0
0.0%
Impulse Response Analysis
13
0
0.0%
lead-lag
3
0
0.0%
reits
51
0
0.0%
var
180
0
0.0%
vecm
216
0
0.0%
그랜즈인과관계
4
0
0.0%
벡터자기회귀모형
81
0
0.0%
분산분해 분석
32
0
0.0%
선도-지연
10
0
0.0%
충격반응함수분석
5
0
0.0%
계
626
0
0.0%
* 다른 주제어 보유 논문에서 피인용된 횟수
0
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부동산시장과 주식시장사이의 연관성에 관한 연구 : 미국 증시와 부동산 리츠(REITs)를 중심으로 = A study on the inter-relationship between real estate and stock markets : focused on US stock and REITs markets' 의 참고문헌
Sutton, G. D.(2002), “Explaining changes in house prices”, BIS Quarterly Review September, 46-55.
Ong, S. E.(1995), “Singapore real estate and property stocks: a cointegration test”, Journal of Property Research, 12, 29-39.
Meese, R. and Wallace, N. E.(1994), “Testing the present value relation for housing prices: should I leave my house in San Francisco ?”, Journal of Urban Economics, 35, 245-266.
Meen, G.(2002), “The time-series behavior of house price: a transatlantic divide ?”, Journal of Housing Economics, 11, 1-23.
Malpezzei(1999), “A simple error correction model of house prices”, Journal of Housing Economics, 8, 27-62.
Liu, C. H., Hartzell, D. J., Greig, W., and Grissom, T.(1990), “The integration of the real estate market and the stock market: some preliminary evidence”, Journal of Real Estate Finance & Economics, 3, 261-282.
Kallberg, J. G., Liu, C. H., and Pasquariello, P.(2014), “On the price comovement of U.S. residential real estate markets”, Real Estate Economics, 42(1), 71-108.
Johansen, S.(1988), “Statistical analysis of cointegration vectors”, Journal of Economic Dynamics & Control, 12, 231-254.
Gallin, J.(2008), “The long-run relationship between house prices and rents”, Real Estte Economics, 36(4), 635-658.
Gallin, J.(2006), “The long-run relationship between house prices and income: evidence from local housing markets”, Real Estate Economics, 34(3), 417-438.
Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction : representation, estimation and testing“, Econometrica, 55, 251-276.
Clark, T. E.(1995), “Rents and prices of housing across areas of the United States: a cross-section examination of the present value model”, Regional Science and Urban Economics, 25, 237-247.
Case, K. E., Quigley, J. M., and Shiller, R. J.(2001), “Comparing wealth effects: the stock market versus the housing market”, NBER working paper, no 8606.
Case, B., Goetzmann, W. N., and Rouwenhorst, K. G.(2000), Global real estate markets-cycles and fundamentals“, NBER working paper 7576, 1-22.
Capozza, D. R., Hendershott, P. H., Mack, C., and Mayer, C. J.(2002), “Determinants of real house price dynamics”, NBER working paper 9262.
Black, A., Fraser, P., and Hoesli, M.(2006), “House prices, fundamentals and bubbles”, Journal of Business Finance & Accounting, 33(9), 1535-1555.
Abraham and Hendershott(1996), “bubbles in metropolitan housing markets“, Journal of Housing Research, 7, 181-207.
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부동산시장과 주식시장사이의 연관성에 관한 연구 : 미국 증시와 부동산 리츠(REITs)를 중심으로 = A study on the inter-relationship between real estate and stock markets : focused on US stock and REITs markets'
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