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Givers or receivers? : return and volatility spillovers between Fintech and the traditional financial industry
Chen, Yuxuan; Chiu, Junmao; Chung, Huimin - In: Finance research letters 46 (2022) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10013342023
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Givers or Receivers? Return and volatility spillovers between Fintech and the Traditional Financial Industry
Chen, Yuxuan; Chiu, Junmao; Chung, Huimin - 2021
We investigate the return and volatility spillovers between a Fintech ETF and the ETFs of the traditional financial … Fintech ETF is the net receiver. The Fintech ETF does not lead to greater volatility and financial instability in most of the … Fintech and the traditional financial industry …
Persistent link: https://www.econbiz.de/10013210993
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The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period
Shaik, Muneer; Rabbani, Mustafa Raza; Nasef, Youssef Tarek - In: Journal of open innovation : technology, market, and … 9 (2023) 3, pp. 1-12
In this study, we investigate the dynamic volatility connectedness of FinTech, innovative technology communication, and … TVP-VAR methodology. We find that volatility connectedness is strong among the FinTech, and cryptocurrency indices and it … compared to the pre-pandemic levels. We identify the net transmitters and net recipients of volatility among the FinTech …
Persistent link: https://www.econbiz.de/10014504879
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Libra or librae? : basket based stablecoins to mitigate foreign exchange volatility spillovers
Giudici, Paolo; Leach, Thomas; Pagnottoni, Paolo - 2020
Persistent link: https://www.econbiz.de/10012372995
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Libra or Librae? : Basket based stablecoins to mitigate foreign exchange volatility spillovers
Giudici, Paolo; Leach, Thomas; Pagnottoni, Paolo - In: Finance research letters 44 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014494791
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Banking FinTech and stock market volatility? : the BIZUM case
Arenas, Laura; Vizuete-Luciano, Emili; Gil Lafuente, … - In: Research in international business and finance 71 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015061616
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On the stability of stablecoins
Grobys, Klaus; Junttila, Juha; Kolari, James W.; … - In: Journal of empirical finance 64 (2021), pp. 207-223
Persistent link: https://www.econbiz.de/10013259412
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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
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Risk spillovers in international equity portfolios
Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo - In: Journal of empirical finance 24 (2013), pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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Risk spillovers in international equity portfolios
Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo - 2012
We define risk spillover as the dependence of a given asset variance on the past covariances and variances of other assets. Building on this idea, we propose the use of a highly flexible and tractable model to forecast the volatility of an international equity portfolio. According to the risk...
Persistent link: https://www.econbiz.de/10010407672