We investigate the return and volatility spillovers between a Fintech ETF and the ETFs of the traditional financial industry with an empirical network model. We find that the traditional financial ETFs are still the main givers, and the Fintech ETF is the net receiver. The Fintech ETF does not...

Our study examines the impact of multiple uncertainty measurements on Bitcoin returns and volatilities by using TVP-VAR-DY connectedness frame work. We find that the total spillover effects are strong during the Crypriot financial crisis (2012-2013) and COVID-19 (2020). Further, Both averaged...