This study revisits the relationship between securitized real estate and local stock markets by focusing on their time-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important capital component of the domestic stock market in...

Purpose: The purpose of this paper is to investigate the mechanism how the platform obtains and uses undisclosed information to determine individual borrowers’ credit score and to examine the effectiveness of credit scoring in predicting default. The motivation stems from the fact that there...

This study revisits the relationship between securitized real estate and local stock markets by focusing on their time-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important capital component of the domestic stock market in...

Purpose: The purpose of this paper is to revisit the dynamic linkages between the US and the national securitized real estate markets of each of the nine Asian-Pacific (APAC) economies in time-frequency domain. Design/methodology/approach: Wavelet decomposition via multi-resolution analysis is...