Relationship between housing, oil, gold and stock markets: evidence from UK and Norway
Z. Göknur Büyükkara,
İsmail Cem Özgüler,
Ali Hepsen
Abstract:Purpose
The purpose of this study is to explore the intricate relationship between oil prices, house prices in the UK and Norway, and the mediating role of gold and stock prices in both the short- and long-term, unraveling these complex linkages by employing an empirical approach.
Design/methodology/approach
This study benefits from a comprehensive set of econometric tools, including a multiequation vector autoregressive (VAR) system, Granger causality test, impulse response function, variance decomposition … Show more
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