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

DOI

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
Metadata Access https://ssh.datastations.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=doi:10.17026/SS/UNBVRV
Provenance
Creator TamKang University
Publisher DANS Data Station Social Sciences and Humanities
Contributor TamKang University
Publication Year 2024
Rights CC0-1.0; info:eu-repo/semantics/openAccess; http://creativecommons.org/publicdomain/zero/1.0
OpenAccess true
Contact TamKang University (TamKang University)
Representation
Resource Type Dataset
Format text/tab-separated-values
Size 13754; 19155; 12868; 21637; 9795; 16752; 10619; 21353; 41554; 42653
Version 1.0
Discipline Agriculture, Forestry, Horticulture, Aquaculture; Agriculture, Forestry, Horticulture, Aquaculture and Veterinary Medicine; Business and Management; Economics; Life Sciences; Social Sciences; Social and Behavioural Sciences; Soil Sciences