The impact of disruptive technology on banking under switching volatility regimes
This paper uses the case of Spain to investigate whether and how disruptive technology impacts banking stock returns under a high volatility regime and a low volatility regime. For this purpose, a two-factor model with heteroscedastic Markov switching regimes has been applied. The results indicate...
Sábháilte in:
| Príomhchruthaitheoirí: | , , |
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| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
Vilnius Gediminas Technical University
2023-08-01
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| Sraith: | Technological and Economic Development of Economy |
| Ábhair: | |
| Rochtain ar líne: | https://jbem.vgtu.lt/index.php/TEDE/article/view/18976 |
| Clibeanna: |
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
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