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The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period
16 references·3 citing·42 second hop
The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period (2023)The dynamic volatility nexus of FinTech, …The impact of the FinTech revolution on the future of banking: Opportunities and risks (2022)The impact of the FinTech rev…Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution (2020)Time and frequency domain con…How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How COVID-19 drives connected…Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies (2020)Diversification in the age of…Information interdependence among energy, cryptocurrency and major commodity markets (2019)Information interdependence a…On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018)On the transmission mechanism…On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services (2018)On the Fintech Revolution: In…Oil volatility, oil and gas firms and portfolio diversification (2018)Oil volatility, oil and gas f…Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Bitcoin a hedge, a safe ha…Digital transformation strategy making in pre-digital organizations: The case of a financial services provider (2018)Digital transformation strate…International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks (2016)International crude oil price…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…The Interplay of Environmental Dynamism, Digitalization Capability, Green Entrepreneurial Orientation, and Sustainable Performance (2024)The Interplay of Environmenta…The Synergy of FinTech, RegTech, and Artificial Intelligence (2023)The Synergy of FinTech, RegTe…Investigating the factors affecting the acceptance of blockchain in telemedicine through an integrated model approach (2023)Investigating the factors aff…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Consumer credit-risk models via machine-learning algorithms (2010)Digital Finance and FinTech: current research and future research directions (2017)A Systematic Review of the Literature on Digital Transformation: Insights and Implications for Strategy and Organizational Change (2020)Digital finance, green technological innovation and energy-environmental performance: Evidence from China's regional economies (2021)Environmental decentralization, digital finance and green technology innovation (2022)A test for independence based on the correlation dimension (1996)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? 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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2018On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services2,128 cited
  • 2018Digital transformation strategy making in pre-digital organizations: The case of a financial services provider839 cited
  • 2022The impact of the FinTech revolution on the future of banking: Opportunities and risks688 cited
  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited
  • 2020Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution423 cited
  • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
  • 2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach379 cited
  • 2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks

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361 cited
  • 2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies338 cited
  • 2018Oil volatility, oil and gas firms and portfolio diversification315 cited
  • 2019Information interdependence among energy, cryptocurrency and major commodity markets303 cited
  • Cited by

    • 2023The Synergy of FinTech, RegTech, and Artificial Intelligence24 cited
    • 2023Investigating the factors affecting the acceptance of blockchain in telemedicine through an integrated model approach13 cited
    • 2024The Interplay of Environmental Dynamism, Digitalization Capability, Green Entrepreneurial Orientation, and Sustainable Performance12 cited