Has the Pandemic Changed the Relationships between Fintechs and Banks?
We examine the impact of COVID-19 on the banking and fintech sectors based on the relationships of the respective stock indices from December 2017 to April 2022. We analyse dynamic correlations within multivariate GARCH models and relationships in tails with the quantile coherency approach. Returns...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wrocław University of Science and Technology
2023-01-01
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| Series: | Operations Research and Decisions |
| Online Access: | https://ord.pwr.edu.pl/assets/papers_archive/ord2023vol33no4_2.pdf |