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Understanding the impact of the financial technology revolution on systemic risk: Evidence from US and EU diversified financials
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Understanding the impact of the financial technology revolution on systemic risk: Evidence from US and EU diversified financials (2024)Understanding the impact of the financial…The impact of the FinTech revolution on the future of banking: Opportunities and risks (2022)The impact of the FinTech rev…Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)Predictably Unequal? The Effe…The Role of Technology in Mortgage Lending (2019)The Role of Technology in Mor…On the Rise of FinTechs: Credit Scoring Using Digital Footprints (2019)On the Rise of FinTechs: Cred…Peer-to-Peer Lenders Versus Banks: Substitutes or Complements? (2018)Peer-to-Peer Lenders Versus B…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Fintech: Ecosystem, business models, investment decisions, and challenges (2017)Fintech: Ecosystem, business …Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Measuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaRSpeculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Systemic Risk Measurement: Mu…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)The Pricing of Options and Corporate Liabilities (1973)The dynamics of crowdfunding: An exploratory study (2013)Fintechs: A literature review and research agenda (2019)How perceived trust mediates merchant's intention to use a mobile wallet technology (2019)Does fintech innovation improve bank efficiency? Evidence from China’s banking industry (2021)Correlations in Price Changes and Volatility across International Stock Markets (1990)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Information Production and Capital Allocation: Decentralized versus Hierarchical Firms (2002)Household Finance (2006)Fintech, regulatory arbitrage, and the rise of shadow banks (2018)Fintech and banking: What do we know? (2019)Credit Cycles (1997)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)Conditional Tail-Risk in Cryptocurrency Markets (2018)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)Market Liquidity and Funding Liquidity (2008)Bank Capital and Lending Relationships (2017)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2016CoVaR2,490 cited
  • 2016Measuring Systemic Risk1,901 cited
  • 2017Fintech: Ecosystem, business models, investment decisions, and challenges1,702 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,473 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,425 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
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  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?1,058 cited
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  • 2021Predictably Unequal? The Effects of Machine Learning on Credit Markets824 cited
  • 2022The impact of the FinTech revolution on the future of banking: Opportunities and risks688 cited
  • 2018Peer-to-Peer Lenders Versus Banks: Substitutes or Complements?

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665 cited
  • 2012Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR658 cited
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