Comparative Analysis of Real Estate and Stock Markets as Inflation Hedges: Insights from East Asia and the US

To investigate the issue of inflation-hedging to find appropriate hedging assets against inflation by using the VAR or VECM model. We have collected data encompassing housing price indices, stock indices, price indexes, and money supply from five countries: the United States, Hong Kong, South Korea, Singapore, and Taiwan. The housing price index focuses on the transaction prices of listed residential houses in the metropolitan area as the benchmark, the stock price index is the ordinary stock market index of various countries, the price index is the consumer price index (CPI), and the money supply is M2 aggregate. The time period for obtaining data on the housing price index and stock price index is not the same.

Identifier
DOI https://doi.org/10.17026/SS/UNBVRV
PID https://nbn-resolving.org/urn:nbn:nl:ui:13-781653a0-a695-4fe7-a295-e7d314bc452d
Metadata Access https://easy.dans.knaw.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=oai:easy.dans.knaw.nl:easy-dataset:337975
Provenance
Creator TamKang University
Publisher Data Archiving and Networked Services (DANS)
Contributor TamKang University
Publication Year 2024
Rights info:eu-repo/semantics/openAccess; License: http://creativecommons.org/publicdomain/zero/1.0; http://creativecommons.org/publicdomain/zero/1.0
OpenAccess true
Representation
Resource Type Dataset
Discipline Economics; Social and Behavioural Sciences