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Dynamic connectedness among regional FinTech indices in times of turbulences

Author

Listed:
  • Muneer M. Alshater
  • Onur Polat
  • Rim El Khoury
  • Seong-Min Yoon

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.

Suggested Citation

  • Muneer M. Alshater & Onur Polat & Rim El Khoury & Seong-Min Yoon, 2024. "Dynamic connectedness among regional FinTech indices in times of turbulences," Applied Economics Letters, Taylor & Francis Journals, vol. 31(7), pages 670-675, April.
    • Handle: RePEc:taf:apeclt:v:31:y:2024:i:7:p:670-675
    DOI: 10.1080/13504851.2022.2141443
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