Asymmetric and Time-Varying Connectedness of FinTech with Equities, Bonds, and Cryptocurrencies: A Quantile-on-Quantile Perspective
This study employs a quantile-on-quantile connectedness approach to analyze the asymmetric, distribution-dependent, and time-varying spillovers between FinTech indices and traditional financial markets. The results show that spillovers are concentrated in the distribution tails, with FinTech indices...
Furkejuvvon:
| Váldodahkkit: | , , |
|---|---|
| Materiálatiipa: | Artigo |
| Giella: | Inglês |
| Almmustuhtton: |
MDPI AG
2025-12-01
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| Ráidu: | Risks |
| Fáttát: | |
| Liŋkkat: | https://www.mdpi.com/2227-9091/13/12/246 |
| Fáddágilkorat: |
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