This paper analyses the effects of different types of macroeconomic downturns on house
and stock prices. While pre-crisis asset price bubbles are identified as major signals for …

This paper examines whether leverage can improve household consumption and facilitate
the consumption upgrading in China. By employing two rounds of Chinese household …

We study volatility spillovers between the corporate sector's and Latin American countries'
CDS. Daily data from 14 October 2006 to 23 August 2021 are employed. Spillovers are …

Purpose In the current low-interest market environment, more and more asset managers
have started to consider to invest in property markets. To implement adequate and forward …

Abstract Since the Global Financial Crisis, credit risk and its management have become one
of the most appealing topics in finance literature. In this study, we investigate the interaction …

Using quarterly data for 10 OECD countries and the Euro area and a Kalman filtering
technique, we investigate the international co-movement among natural interest rates. We …

In this paper, we conduct two investigations regarding funding liquidity risk in large
emerging economies: Brazil, Russia, India, China, and South Africa—BRICS. In the first, we …

We study the impact of different sources of global, regional and local uncertainty on the
seven largest Scandinavian banks over the period 2005–2018. Using a spillover approach …

Purpose The development of digital inclusive finance (DIF) has increased households'
financial investments and consumption. However, few studies have considered whether DIF …

This paper studies the drivers of bank's credit default swap (CDS) spread, taken as a
measure of credit risk, by considering the impact of housing market along with a number of …