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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...

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Principais autores: Mohammad Sharif Karimi, Omar Esqueda, Naveen Mahasen Weerasinghe
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2025-12-01
Serier:Risks
Fag:
Bitcoin
fintech returns
stock market
credit risk
quantile regression
Online adgang:https://www.mdpi.com/2227-9091/13/12/246
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