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Tail risk and systemic risk of finance and technology (FinTech) firms
13 references·16 citing·48 second hop
Tail risk and systemic risk of finance and technology (FinTech) firms (2021)Tail risk and systemic risk of finance an…Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S. (2020)Risk spillovers between FinTe…FinTech, SME efficiency and national culture: Evidence from OECD countries (2020)FinTech, SME efficiency and n…Did Congress trade ahead? Considering the reaction of US industries to COVID-19 (2020)Did Congress trade ahead? Con…Fintech Risk Management: A Research Challenge for Artificial Intelligence in Finance (2018)Fintech Risk Management: A Re…From FinTech to TechFin: The Regulatory Challenges of Data-Driven Finance (2017)From FinTech to TechFin: The …Where the Risks Lie: A Survey on Systemic Risk (2015)Where the Risks Lie: A Survey…Tail Risk and Asset Prices (2014)Tail Risk and Asset PricesStronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2013)Stronger Risk Controls, Lower…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…Stochastic dominance and behavior towards risk: The market for Internet stocks (2008)Stochastic dominance and beha…An Application of Extreme Value Theory for Measuring Financial Risk (2006)An Application of Extreme Val…On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective (1991)On the Frequency of Large Sto…On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective (1989)On the Frequency of Large Sto…Fintech development and corporate credit risk: Evidence from an emerging market (2024)Fintech development and corpo…Fintech and financial sector: ADO analysis and future research agenda (2024)Fintech and financial sector:…Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes (2023)Tail connectedness between ar…Risk modelling of ESG (environmental, social, and governance), healthcare, and financial sectors (2023)Risk modelling of ESG (enviro…Open banking and inclusive finance in the European Union: perspectives from the Dutch stakeholder ecosystem (2023)Open banking and inclusive fi…Fintech adoption, internal control quality and bank risk taking: Evidence from Chinese listed banks (2023)Fintech adoption, internal co…Financial technology and bank stability in an emerging market economy (2023)Financial technology and bank…Digital finance and the low-carbon energy transition (LCET) from the perspective of capital-biased technical progress (2023)Digital finance and the low-c…Dark side whitewashes the benefits of FinTech innovations: a bibliometric overview (2023)Dark side whitewashes the ben…A Systematic Literature Review of the Risk Landscape in Fintech (2023)A Systematic Literature Revie…A hybrid decision support system with golden cut and bipolar q-ROFSs for evaluating the risk-based strategic priorities of fintech lending for clean energy projects (2023)A hybrid decision support sys…Supply chain management based on volatility clustering: The effect of CBDC volatility (2022)Supply chain management based…Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks (2022)Quantile price convergence an…Does the application of industrial robots overcome the Solow paradox? Evidence from China (2022)Does the application of indus…Decoding the trinity of Fintech, digitalization and financial services: An integrated bibliometric analysis and thematic literature review approach (2022)Decoding the trinity of Finte…Can the digital economy promote FinTech development? (2021)Can the digital economy promo…The Distribution of Share Price Changes (1972)Estimating Tails of Probability Distributions (1987)The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks (1996)Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation (2001)Power Laws in Economics and Finance (2008)Modelling of extremal events in insurance and finance (1994)Coherent Measures of Risk (1999)An Introduction to Statistical Modeling of Extreme Values (2001)Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS (2012)Kriging-based adaptive Importance Sampling algorithms for rare event estimation (2013)Insurability of Cyber Risk: An Empirical Analysis (2014)Bank Runs, Deposit Insurance, and Liquidity (1983)The Limits of Arbitrage (1995)Banks’ Non-Interest Income and Systemic Risk (2012)An Overview of China's Financial System (2017)ESG investing: A chance to reduce systemic risk (2021)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1995)Financial Expertise of the Board, Risk Taking, and Performance: Evidence from Bank Holding Companies (2014)Enterprise risk management and firm performance: The Italian case (2016)Is financial inclusion good for bank stability? International evidence (2017)Event Studies in Economics and Finance (1997)In Search of Attention (2011)COVID-19 and finance: Agendas for future research (2020)COVID-19, government policy responses, and stock market liquidity around the world: A note (2020)Market reactions to the arrival and containment of COVID-19: An event study (2020)Global Financial Crisis, Smart Lockdown Strategies, and the COVID-19 Spillover Impacts: A Global Perspective Implications From Southeast Asia (2021)Value At Risk: The New Benchmark for Managing Financial Risk (2000)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Forecasting the price of Bitcoin using deep learning (2020)Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches (2023)Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence (2023)The Pricing of Options and Corporate Liabilities (1973)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)TENET: Tail-Event driven NETwork risk (2016)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)The Behavior of Stock-Market Prices (1965)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Does realized skewness predict the cross-section of equity returns? (2015)News implied volatility and disaster concerns (2016)Power Laws in Economics: An Introduction (2016)Financial technology: a review of extant literature (2019)Sustainability in FinTechs: An Explanation through Business Model Scalability and Market Valuation (2020)FinTech Credit and Entrepreneurial Growth (2024)
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References

  • 2014Tail Risk and Asset Prices788 cited
  • 2013Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies716 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2015Where the Risks Lie: A Survey on Systemic Risk688 cited
  • 1991On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective448 cited
  • 1989On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective425 cited
  • 2006An Application of Extreme Value Theory for Measuring Financial Risk425 cited
  • 2017From FinTech to TechFin: The Regulatory Challenges of Data-Driven Finance241 cited
  • 2020Did Congress trade ahead? Considering the reaction of US industries to COVID-19235 cited
  • 2020Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.222 cited
  • 2020FinTech, SME efficiency and national culture: Evidence from OECD countries213 cited
  • 2018Fintech Risk Management: A Research Challenge for Artificial Intelligence in Finance198 cited
  • 2008Stochastic dominance and behavior towards risk: The market for Internet stocks108 cited

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  • 2023Digital finance and the low-carbon energy transition (LCET) from the perspective of capital-biased technical progress219 cited

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  • 2022Does the application of industrial robots overcome the Solow paradox? Evidence from China140 cited
  • 2022Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks108 cited
  • 2024Fintech and financial sector: ADO analysis and future research agenda82 cited
  • 2021Can the digital economy promote FinTech development?81 cited
  • 2023Risk modelling of ESG (environmental, social, and governance), healthcare, and financial sectors65 cited
  • 2023Dark side whitewashes the benefits of FinTech innovations: a bibliometric overview60 cited
  • 2023Fintech adoption, internal control quality and bank risk taking: Evidence from Chinese listed banks60 cited
  • 2022Decoding the trinity of Fintech, digitalization and financial services: An integrated bibliometric analysis and thematic literature review approach58 cited
  • 2023Open banking and inclusive finance in the European Union: perspectives from the Dutch stakeholder ecosystem58 cited
  • 2023Financial technology and bank stability in an emerging market economy54 cited
  • 2023A Systematic Literature Review of the Risk Landscape in Fintech53 cited
  • 2023Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes53 cited
  • 2024Fintech development and corporate credit risk: Evidence from an emerging market50 cited
  • 2023A hybrid decision support system with golden cut and bipolar q-ROFSs for evaluating the risk-based strategic priorities of fintech lending for clean energy projects43 cited
  • 2022Supply chain management based on volatility clustering: The effect of CBDC volatility41 cited