August 23, 2025Annals of Financial Economics

Wavelet Coherency Analysis of Stock Market Volatility and Housing costs: Insights from International Financial Hubs

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Findings indicate that global shocks can significantly impact local housing markets, enhancing volatility.
The analysis revealed a strong correlation between stock market fluctuations and housing prices during economic disturbances.
A wavelet coherency technique assessed the dynamic interactions between housing prices and stock market volatility.
The research emphasizes the need for macroprudential regulation to manage the impact of housing market globalization.

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Implication

Empirical analysis demonstrates volatility spillover between housing and stock markets in financial hubs, suggesting global shocks influence local markets.

Cite This Study

Vongmileuth et al. (2025) studied this question.

synapsesocial.com/papers/68af79ab7567bf4f94ff19e5 https://doi.org/10.1142/s2010495225500125

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Implication

Empirical analysis demonstrates volatility spillover between housing and stock markets in financial hubs, suggesting global shocks influence local markets.

Wavelet Coherency Analysis of Stock Market Volatility and Housing costs: Insights from International Financial Hubs

Key Points

Discussion

Implication

Cite This Study

Wavelet Coherency Analysis of Stock Market Volatility and Housing costs: Insights from International Financial Hubs

Key Points

Discussion

Implication

Cite This Study