Dynamic Relationship Between Residential Prices and Stock Prices in New Zealand

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aut.embargoNoen_NZ
aut.thirdpc.containsNoen_NZ
aut.thirdpc.permissionNoen_NZ
aut.thirdpc.removedNoen_NZ
dc.contributor.advisorChen, Jun
dc.contributor.advisorTourani-Rad, Alireza
dc.contributor.authorPham, Vu Anh
dc.date.accessioned2017-06-01T01:15:58Z
dc.date.available2017-06-01T01:15:58Z
dc.date.copyright2017
dc.date.created2017
dc.date.issued2017
dc.date.updated2017-05-31T21:05:35Z
dc.description.abstractThe purpose of this dissertation is to examine the relationship between house prices and stock prices in New Zealand, using quarterly data from 1990 to 2016. Employing Cointegration and Granger Causality tests, Variance Decomposition and Impulse Response Function, this study finds that while the two markets are generally segmented, there is some weak evidence showing that house prices lead stock prices in short-term and stock prices lead the house prices over long-run.en_NZ
dc.identifier.urihttps://hdl.handle.net/10292/10502
dc.language.isoenen_NZ
dc.publisherAuckland University of Technology
dc.rights.accessrightsOpenAccess
dc.subjectHousingen_NZ
dc.subjectResidentialen_NZ
dc.subjectStocken_NZ
dc.subjectNew Zealanden_NZ
dc.subjectGranger Causalityen_NZ
dc.subjectWealth effecten_NZ
dc.subjectCredit price effecten_NZ
dc.titleDynamic Relationship Between Residential Prices and Stock Prices in New Zealanden_NZ
dc.typeDissertation
thesis.degree.grantorAuckland University of Technology
thesis.degree.levelMasters Dissertations
thesis.degree.nameMaster of Businessen_NZ
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