Título:

Do cay and cay^{MS} Predict Stock and Housing Returns? Evidence from a Nonparametric Causality Test

Autores:

Mehmet Balcilar (U Pretoria, Eastern Mediterranean U)
Rangan Gupta (U Pretoria)
Ricardo Sousa (U Minho, LSE)
Mark E. Wohar (U NE, Omaha)

Revista:

International Review Of Economics And Finance

Ano:

2017

Volume:

48

Páginas:

269-279

Códigos JEL:

R31 - Housing Supply and Markets
G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.iref.2016.12.007