I am looking for a credible study (i.e. a good/reputable source) into the correlation of returns on assets in Market Place Lending / Online Direct Lending / Alternative Finance with other major asset classes. Something from a major bank, central bank, asset manager etc. would be ideal.
So far the only thing I was able to find was a report done by LendingRobot:
The post itself is great, but I need a better source and so far I could not find anything.