Long-run relationships and dynamic interactions between housing and stock prices in Malaysia

• Main Authors: Ibrahim, Mansor, Padli, Jaharudin, Abdul Hamid, Baharom
• Format: Article
• Language: English
• Published: Asian Academy of Management (AAM) and Penerbit Universiti Sains Malaysia 2009
• Online Access: http://psasir.upm.edu.my/id/eprint/15489/1/Long.pdf; http://psasir.upm.edu.my/id/eprint/15489/; http://web.usm.my/journal/aamjaf/vol5_1_2009.html

Economists recognise that macroeconomic and financial variables have an impact on housing prices. In this study, we focus on the relationship between housing prices and stock prices in Thailand using quarterly data from the first quarter (Q1) of 1995 till the last quarter (Q4) of 2006. The analysis...