We investigate the return and volatility spillovers among NFTs, REITs, and other major
financial assets from January 2019 to November 2022, using connectedness approaches …

We quantify the dependence between real estate indices and global economic policy
uncertainty for 12 top-advanced countries. Generally, real estate investments are found to be …

With the increasing openness of the China economy, the goal of this paper is to examine
volatility connectedness and spillover transmissions across markets for stock, public real …

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 …

In this paper, we provide an overview of financial development in Vietnam. Particularly, a
new approach of this study is to measure financial development through improvements in …

Gangnam is a prime district in Korea known for its expensive real estate market due to
convenient transportation, shopping and business centers, and elite schools and academies …

We study contagion between Real Estate Investment Trusts (REITs) and the equity market in
the US over four sub-samples covering January, 2003 to December, 2017, by using …

The paper investigates the correlation between stock market, real estate market, and
economic growth in Vietnam, which is an emerging country. Quarterly data in Vietnam from …

We revisit the relationship between the United States housing and stock markets in time-
frequency domain. Earlier research does not have satisfactory results on the interactions …

Stock and housing market systematic risk may be a critical ingredient in the precipitation of
systemic risk and hence a financial crisis. However, surprisingly few studies have so far …