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Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
16 references·3 citing·37 second hop
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China (2023)Quantile connectedness and the determinan…Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Quantile Connectedness: Model…Digital finance, green technological innovation and energy-environmental performance: Evidence from China's regional economies (2021)Digital finance, green techno…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…Fintech: Ecosystem, business models, investment decisions, and challenges (2017)Fintech: Ecosystem, business …Estimating global bank network connectedness (2017)Estimating global bank networ…Digital Finance and FinTech: current research and future research directions (2017)Digital Finance and FinTech: …TENET: Tail-Event driven NETwork risk (2016)TENET: Tail-Event driven NETw…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Financial Network Systemic Risk Contributions (2014)Financial Network Systemic Ri…Do global factors impact BRICS stock markets? A quantile regression approach (2014)Do global factors impact BRIC…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …The impact of FinTech on bank performance: A systematic literature review (2025)The impact of FinTech on bank…Emerging technologies in finance: challenges for a sustainable finance (2025)Emerging technologies in fina…Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation (2024)Identifying systemic risk dri…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)Handbook of Theory and Research for the Sociology of Education. (1987)The Forms of Capital (2002)Designing and Conducting Mixed Methods Research (2007)Impact of digital finance on financial inclusion and stability (2018)On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services (2018)Environmental decentralization, digital finance and green technology innovation (2022)The Pricing of Options and Corporate Liabilities (1973)The dynamics of crowdfunding: An exploratory study (2013)FinTech and the transformation of the financial industry (2018)Fintechs: A literature review and research agenda (2019)Does fintech innovation improve bank efficiency? Evidence from China’s banking industry (2021)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Measuring Systemic Risk (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Contagion (2000)Financial Networks and Contagion (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Common risk factors in the returns on stocks and bonds (1993)Determining the Number of Factors in Approximate Factor Models (2002)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)SRISK: A conditional capital shortfall measure of systemic risk (2017)
this work references cited by second hop

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
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2017Digital Finance and FinTech: current research and future research directions1,736 cited
  • 2017Fintech: Ecosystem, business models, investment decisions, and challenges1,702 cited
  • 2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks831 cited
  • 2021Digital finance, green technological innovation and energy-environmental performance: Evidence from China's regional economies730 cited
  • 2017Estimating global bank network connectedness637 cited
  • 2014Financial Network Systemic Risk Contributions559 cited
  • 2016TENET: Tail-Event driven NETwork risk472 cited

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  • 2014Do global factors impact BRICS stock markets? A quantile regression approach430 cited
  • 2020Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution423 cited
  • Cited by

    • 2025The impact of FinTech on bank performance: A systematic literature review31 cited
    • 2025Emerging technologies in finance: challenges for a sustainable finance26 cited
    • 2024Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation24 cited