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...
Gorde:
| Egile Nagusiak: | , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Vilnius Gediminas Technical University
2023-08-01
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| Saila: | Technological and Economic Development of Economy |
| Gaiak: | |
| Sarrera elektronikoa: | https://jbem.vgtu.lt/index.php/TEDE/article/view/18976 |
| Etiketak: |
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