We propose interconnected networks through the network VAR model, which can
simultaneously investigate the risk connectedness of intra-and inter-layer. Using the …

Stock and housing assets are the most important forms of wealth held by households and
firms and so how to reduce their portfolio risk is a major concern. However, modern financial …

We propose sentiment-based indicators of real estate market stress for the USA, the UK,
Canada, Australia, India, and on the global scale. The global and country-level indicators …

The link between the stock market and the housing market is well known to be sensitive. At
present, the possibility of a connection between them remains intriguing. Therefore, China …

Objective: This study investigates the cross-sectoral spillover effect and the contribution of
the volatility index (VIX) in the transmission of shocks in the Fragile Five (Brazil, India …

Purpose The novel coronavirus (COVID-19) has caused financial stress and limited their
lending agility, resulting in more non-performing loans (NPLs) and lower performance …

In 2023, many banks in the United States went bankrupt, and the total scale exceeded the
subprime mortgage crisis 2008, so how to better predict systemic risks is crucial. Most …

In recent years, the high growth of house prices in G7 countries has attracted some attention
from all sectors due to the role of the real estate bubble in the global financial crisis of 2008 …