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Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks
16 references·0 citing·36 second hopsampled
Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks (2024)Dynamic Tail Risk Connectedness between A…Can FinTech reduce disparities in access to finance? Evidence from the Paycheck Protection Program (2022)Can FinTech reduce disparitie…A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)A tale of two tails among car…Shadow Banking in a Crisis: Evidence from Fintech During COVID-19 (2021)Shadow Banking in a Crisis: E…Fintech in the time of COVID−19: Technological adoption during crises (2021)Fintech in the time of COVID−…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…Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Refined Measures of Dynamic C…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies (2020)Diversification in the age of…Did Congress trade ahead? Considering the reaction of US industries to COVID-19 (2020)Did Congress trade ahead? Con…The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)The Flash Crash: High‐Frequen…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)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…CAViaR (2004)CAViaRGeneralized 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…Stochastic Simulation (1987)How Big Is the Random Walk in GNP? (1988)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)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)Testing for a Unit Root in Time Series Regression (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)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)Why Does Stock Market Volatility Change Over Time? (1989)Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Impact of News on Volatility (1993)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Does Algorithmic Trading Improve Liquidity? (2011)Flow Toxicity and Liquidity in a High-frequency World (2012)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)AI Alignment: A Contemporary Survey (2025)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)COVID-19 and the march 2020 stock market crash. Evidence from S&P1500 (2020)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Return connectedness across asset classes around the COVID-19 outbreak (2020)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)
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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 spillovers6,033 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2004CAViaR2,210 cited
  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,690 cited
  • 2020Financial contagion during COVID–19 crisis1,000 cited
  • 2017The Flash Crash: High‐Frequency Trading in an Electronic Market860 cited
  • 2020Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution423 cited
  • 2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies354 cited
  • 2021Fintech in the time of COVID−19: Technological adoption during crises273 cited
  • 2020Did Congress trade ahead? Considering the reaction of US industries to COVID-19235 cited
  • 2022Can FinTech reduce disparities in access to finance? Evidence from the Paycheck Protection Program

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232 cited
  • 2022A tale of two tails among carbon prices, green and non-green cryptocurrencies198 cited
  • 2021Shadow Banking in a Crisis: Evidence from Fintech During COVID-19183 cited
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