| dc.contributor.author |
Alshater, Muneer M. |
|
| dc.contributor.author |
Polat, Onur |
|
| dc.contributor.author |
El Khoury, Rim |
|
| dc.contributor.author |
Yoon, Seong-Min |
|
| dc.date.accessioned |
2023-09-06T10:31:22Z |
|
| dc.date.available |
2023-09-06T10:31:22Z |
|
| dc.date.copyright |
2022 |
en_US |
| dc.date.issued |
2022-11-03 |
|
| dc.identifier.issn |
1350-4851 |
en_US |
| dc.identifier.uri |
http://hdl.handle.net/10725/15000 |
|
| dc.description.abstract |
This study examines the connectedness among several regional FinTech indices and analyses the impact of Russia’s invasion of Ukraine on the dynamic spillovers. We employ the time-varying parameter vector autoregression and time-frequency connectedness network approach using data spanning from 2 September 2021 until 4 April 2022. We find that the returns and volatility spillovers among FinTech indices burst with the outbreak of the invasion. During this invasion, Asia-Pacific and Japan FinTech appeared to be the largest recipients of the spillovers. In contrast, Europe and North America FinTech appeared to be the largest transmitters of spillovers. The short-term effect among regional FinTech indices is stronger than the long-term relationship. |
en_US |
| dc.language.iso |
en |
en_US |
| dc.title |
Dynamic connectedness among regional FinTech indices in times of turbulences |
en_US |
| dc.type |
Article |
en_US |
| dc.description.version |
Published |
en_US |
| dc.author.school |
SOB |
en_US |
| dc.author.idnumber |
202300031 |
en_US |
| dc.author.department |
Finance And Accounting |
en_US |
| dc.relation.journal |
Applied Economics Letters |
en_US |
| dc.article.pages |
1-6 |
en_US |
| dc.keywords |
FinTech |
en_US |
| dc.keywords |
Russia’s invasion of Ukraine |
en_US |
| dc.keywords |
Directional spillover |
en_US |
| dc.keywords |
Time and frequency domain |
en_US |
| dc.keywords |
Dynamic connectedness network |
en_US |
| dc.identifier.doi |
https://doi.org/10.1080/13504851.2022.2141443 |
en_US |
| dc.identifier.ctation |
Alshater, M. M., Polat, O., El Khoury, R., & Yoon, S. M. (2022). Dynamic connectedness among regional FinTech indices in times of turbulences. Applied Economics Letters, 1-6. |
en_US |
| dc.author.email |
rim.elkhoury01@lau.edu.lb |
en_US |
| dc.identifier.tou |
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php |
en_US |
| dc.identifier.url |
https://www.tandfonline.com/doi/full/10.1080/13504851.2022.2141443 |
en_US |
| dc.orcid.id |
https://orcid.org/0000-0003-4359-7591 |
en_US |
| dc.author.affiliation |
Lebanese American University |
en_US |