Time–frequency dependence and connectedness between financial technology and green assets
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DOI: 10.1016/j.inteco.2023.06.004
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Cited by:
- Ziyao Wang & Yufei Xia & Yating Fu & Ying Liu, 2023. "Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China," Mathematics, MDPI, vol. 11(19), pages 1-23, September.
- Alshammari, Saad & Andriosopoulos, Kostas & Kaabia, Olfa & Mohamed, Kamel Si & Urom, Christian, 2024. "The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Henriques, Irene & Sadorsky, Perry, 2024. "Do clean energy stocks diversify the risk of FinTech stocks? Connectedness and portfolio implications," Global Finance Journal, Elsevier, vol. 62(C).
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More about this item
Keywords
Financial technology; Green bonds; Clean energy; Dynamic dependence; Wavelets coherency; Quantile-based connectedness;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G19 - Financial Economics - - General Financial Markets - - - Other
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- C59 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Other
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