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

Yun Hong and Yi Li

Applied Economics Letters, 2020, vol. 27, issue 12, 971-976

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.

Date: 2020
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DOI: 10.1080/13504851.2019.1649359

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