The study in house market and stock market in China-HongKong-US

被引：0

作者：

Ni, Jen-Shi ^{[1
]}

Liu, Jin-Chung ^{[1
]}

机构：

[1] Takming Univ Sci & Technol, Dept Finance & Taxat, Taipei 11451, Taiwan

来源：

BUSINESS AND ECONOMICS RESEARCH | 2011年 / 1卷

关键词：

VAR; House Market Index; VECM; Cointegration; impulse-response function; PRICES;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The aims of this study is to find out what is the relation between the housing market and equity market in China, HongKong and U.S.. Vector Autocorrelation model and Vector Error Correction Model were involved to analysis the relation relationship above countries. We founded that 1% variation of the Shanghai stock index caused a 3% change in China's housing market index, 1% change in HongKong's residential sales index, which resulted in China's housing index increase 3.5%, the HengSeng Index has a 1% variation, the housing market index to fell 1.5%.

引用

页码：71 / 75

页数：5

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