Interconnected networks: Measuring extreme risk connectedness between China's financial sector and real estate sector
Z Ouyang, X Zhou - International Review of Financial Analysis, 2023 - Elsevier
We propose interconnected networks through the network VAR model, which can
simultaneously investigate the risk connectedness of intra-and inter-layer. Using the …
simultaneously investigate the risk connectedness of intra-and inter-layer. Using the …
Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality
CF Chen, S Chiang - Finance Research Letters, 2022 - Elsevier
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 …
firms and so how to reduce their portfolio risk is a major concern. However, modern financial …
Sentiment-based indicators of real estate market stress and systemic risk: international evidence
M Stolbov, M Shchepeleva - Annals of Finance, 2023 - Springer
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 …
Canada, Australia, India, and on the global scale. The global and country-level indicators …
Causality tests and their applications to China's stock and housing markets
Y He - Discrete Dynamics in Nature and Society, 2022 - Wiley Online Library
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 …
present, the possibility of a connection between them remains intriguing. Therefore, China …
Stock Market TVP-VAR Dynamic Connectedness and VIX Shocks Spillovers: Evidence from a Sectoral Analysis of the Fragile Five
A Jurkowska, O Ozcelebi, K Fijorek - International …, 2024 - ier.uek.krakow.pl
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 …
the volatility index (VIX) in the transmission of shocks in the Fragile Five (Brazil, India …
Risks and financial performance of Indian banks: a cursory look at the COVID-19 period
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 …
lending agility, resulting in more non-performing loans (NPLs) and lower performance …
An Early Prediction Model on Systemic Risk Under Global Risk: Using Finbert and Temporal Fusion Transformer to Multimodal Data Fusion Framework
X JIN, SL Lin - Available at SSRN 4706654 - papers.ssrn.com
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 …
subprime mortgage crisis 2008, so how to better predict systemic risks is crucial. Most …
Analysis of House Price Bubbles in G7 Countries: All Quiet on the Western Front?
X Zhang, M Zhu, Y Tian, S Zedda - Available at SSRN 4607737 - papers.ssrn.com
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 …
from all sectors due to the role of the real estate bubble in the global financial crisis of 2008 …