Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China

Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China

We explore the dynamics and determinants of volatility spillover between financial technology (FinTech) and the traditional financial industry (TFI). The total, directional, and net spillover indices are measured, and we further decompose volatility spillovers in a time–frequency framework. Economic...

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Bibliographic Details
Main Authors: Ziyao Wang, Yufei Xia, Yating Fu, Ying Liu
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:Mathematics
Subjects:
FinTech
financial industry
volatility spillover
variance decomposition
economic fundamental variables
COVID-19
Online Access:https://www.mdpi.com/2227-7390/11/19/4058

Internet

https://www.mdpi.com/2227-7390/11/19/4058

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