Cargando…
Did COVID-19 change spillover patterns between Fintech and other asset classes?
This study examines the spillover effect between financial technology (Fintech) stocks and other financial assets (gold, Bitcoin, a global equity index, crude oil, and the US Dollar) during the COVID-19 crisis. Employing daily data from June 2019 to August 2020, our empirical analysis shows that the...
Autores principales: | Le, Lan-TN, Yarovaya, Larisa, Nasir, Muhammad Ali |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2021
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8427904/ https://www.ncbi.nlm.nih.gov/pubmed/34518714 http://dx.doi.org/10.1016/j.ribaf.2021.101441 |
Ejemplares similares
-
Has COVID-19 hindered small business activities? The role of Fintech
por: Gao, Jingyi
Publicado: (2022) -
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
por: Naeem, Muhammad Abubakr, et al.
Publicado: (2023) -
GIMS—Software for asset market experiments
por: Palan, Stefan
Publicado: (2015) -
Asset pricing during pandemic lockdown
por: Saito, Yuta, et al.
Publicado: (2021) -
FinTech payments in the era of COVID-19: Factors influencing behavioral intentions of “Generation X” in Hungary to use mobile payment
por: Daragmeh, Ahmad, et al.
Publicado: (2021)