Since 2014
Investigation of the Linkage among China’s Macroeconomy, Stock Market and Real Estate Market
International Journal of Finance & Banking Studies
View Archive Info| Field | Value | |
| Title |
Investigation of the Linkage among China’s Macroeconomy, Stock Market and Real Estate Market
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| Creator |
Jianhua, Guo; School of Mathematics and Computing Science; Hunan University of Science and Technology; Xiangtan 411201; P.R.China
Huidian, Long |
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| Subject |
economics;finance
Macroeconomy; Stock Market; Real Estate Market; Linkage; Cointegration; Granger Causality Test |
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| Description |
As two important constituents of China’s macro economy, there are varieties relationships among the stock market, the estate market and China’s macro economy. In order to investigate these relationships, in this paper, especially with the Macroeconomic Boom Index reflecting China’s macro economy, we use cointegration theory and Granger analysis to demonstrate that there are long-term equilibrium relationship and bidirectional causality between the macro economy and the securities business, also between the macro economy and the real estate market, however, this kind of extended Equilibrium relationship and bidirectional causality appears very weak.
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| Publisher |
SSBFNET
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| Contributor |
—
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| Date |
2013-04-12
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
http://www.ssbfnet.com/ojs/index.php/ijfbs/article/view/79
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| Source |
International Journal of Finance & Banking Studies (ISSN: 2147- 4486); Vol 2, No 2 (2013): IJFBS; 1-7
2147-4486 |
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| Language |
eng
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| Relation |
http://www.ssbfnet.com/ojs/index.php/ijfbs/article/view/79/369
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