Chen, Zhenlong; Zheng, Changmei; Hao, Xiaozhen - 2021
With the rapid formation of cooperative relationship between Internet finance and traditional banks, it opens up the … channels of volatility spillover between them. We study the direction of volatility spillover between Internet finance and … results show that, on the whole, Internet finance is the net exporter of volatility spillovers. In the early stage of Internet …