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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Bibliographic Details
Main Author: Ibrahim, Mansor
Format: Article
Language:English
Published: Emerald Group Publishing 2010
Online Access:http://psasir.upm.edu.my/id/eprint/15027/1/House%20price-stock%20price%20relations%20in%20Thailand%20an%20empirical%20analysis.pdf
http://psasir.upm.edu.my/id/eprint/15027/
https://www.emeraldinsight.com/doi/abs/10.1108/17538271011027096
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