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House price and the stock market prices dynamics: evidence from China using a wavelet approach

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  • Yun Hong
  • Yi Li

Abstract

This article utilizes the wavelet method to investigate the multiscale relationship between house price and stock price. We document short-term wealth effect, medium-term credit-price effect, and medium-/long-term spiral or ‘interdependence’ relationship between the house price and the stock price by using China’s data.

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  • Yun Hong & Yi Li, 2020. "House price and the stock market prices dynamics: evidence from China using a wavelet approach," Applied Economics Letters, Taylor & Francis Journals, vol. 27(12), pages 971-976, June.
    • Handle: RePEc:taf:apeclt:v:27:y:2020:i:12:p:971-976
    DOI: 10.1080/13504851.2019.1649359
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    Cited by:

    1. Liang Wang & Xianyan Xiong & Ziqiu Cao, 2023. "Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.

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