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The extreme risk connectedness of the new financial system: European evidence · Study

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ArticleThe extreme risk connectedness of the new financial system: European evidence

Vincenzo Pacelli2022

Article2022

The extreme risk connectedness of the new financial system: European evidence

Vincenzo Pacelli · Matteo Foglia

39 citations·0/0 files stored·International Review of Financial Analysis

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Financial Risk and Volatility Modeling Banking stability, regulation, efficiency FinTech, Crowdfunding, Digital Finance

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References

2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2016CoVaR 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound 2018Fintech, regulatory arbitrage, and the rise of shadow banks 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*2017Fintech: Ecosystem, business models, investment decisions, and challenges 2017SRISK: A conditional capital shortfall measure of systemic risk

Cited by

2024Connectedness and systemic risk between FinTech and traditional financial stocks: Implications for portfolio diversification 2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants 2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets 2024FinTech, systemic risk and bank market power – Australian perspective

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Details

Year2022

Typearticle

Published2022-10-20

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations39

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.irfa.2022.102408

openalex_workW4306889154

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