This paper provides new empirical evidence on housing bubble timing, volatility spillover, and bubble contagion between … the multivariate time-varying DCC-GARCH model. Third, we assess bubble contagion by estimating a non-parametric model of …'s housing market. Moreover, we find evidence of volatility spillover effects and bubble contagion between Japan's real estate …

as contagion from BRIC markets’ shocks to advanced economies’ markets. …

The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market … squared stock returns of all 35 stock indices studied. Empirical findings show the evidence of contagion during the global … financial crisis (GFC) and Euro Zone crisis (EZC). The intensity of contagion varies depending on its sources. This implies that …

-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important …

environment. That is why the problem of insolvency and bankruptcy prediction has been the subject of numerous studies focused on … effectively used in practice to analyze and signal the risk of insolvency and bankruptcy of a construction firms. Also, the …

), support vector machine (SVM), and a deep neural network to predict bankruptcy using easily obtainable financial data of 3728 …

. Following bankruptcy reform, wealthier households under 50 reduced their arrears between 2004 and 2007. During the sub …

The paper deals with methods of predicting bankruptcy of a business with the aim of choosing a prediction method which … will have exact results. Existing bankruptcy prediction models are a suitable tool for predicting the financial …