Fintech and COVID-19: Impacts, Challenges, and Policy Priorities for Asia
Editor
- Beirne, John(Asian Development Bank Institute)Villafuerte, James(Asian Development Bank)Zhang, Bryan(University of Cambridge)
Abstract
Fintech and COVID-19: Impacts, Challenges, and Policy Priorities for Asia describes how the COVID-19 pandemic has accelerated digital technology adoption in the financial sector and the role of financial technology (fintech) firms in supporting households and businesses during the crisis and beyond. The book also highlights critical structural policy changes needed to ensure an efficient fintech environment that minimizes risks to consumers and financial stability. Part I focuses on the impact of fintech on consumers, businesses, and the macroeconomy during the pandemic. Part II discusses the post-pandemic policy implications for enhancing fintech’s effect on inclusive growth. Featuring timely new research on developments in Asia and globally, Fintech and COVID-19: Impacts, Challenges, and Policy Priorities underscores the importance of fintech, digital infrastructure investment, and digital financial education for driving economic recovery and sustainable development.Suggested Citation
- Beirne, John & Villafuerte, James & Zhang, Bryan (ed.), 2022. "Fintech and COVID-19: Impacts, Challenges, and Policy Priorities for Asia," ADBI Books, Asian Development Bank Institute, number 29, Décembre.
Handle: RePEc:ris:adbook:0029
Download full text from publisher
References listed on IDEAS
- Pierre Del Moral & Arnaud Doucet & Ajay Jasra, 2006. "Sequential Monte Carlo samplers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 411-436, June.
- Duan, Jin-Chuan & Sun, Jie & Wang, Tao, 2012. "Multiperiod corporate default prediction—A forward intensity approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 191-209.
- Duan, Jin-Chuan & Fulop, Andras & Hsieh, Yu-Wei, 2020. "Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Justus Meyer & Federica Teppa, 2023. "Euro area consumers' payment behaviour and banking digitalisation," Working Papers 772, DNB.
- John Beirne & David G. Fernandez, 2023. "Digital Finance and Sustainability: Impacts, Challenges, and Policy Priorities," Sustainability, MDPI, vol. 15(20), pages 1-5, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- RMI staff article, 2016. "NUS-RMI Credit Research Initiative Technical Report Version: 2016 Update 1," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 49-132.
- Duan, Jin-Chuan, 2021. "Sharing Credit Data While Respecting Privacy—A Digital Platform for Fairer Financing of MSMEs," ADBI Working Papers 1280, Asian Development Bank Institute.
- Gaganis, Chrysovalantis & Lozano-Vivas, Ana & Papadimitri, Panagiota & Pasiouras, Fotios, 2020. "Macroprudential policies, corporate governance and bank risk: Cross-country evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 126-142.
- Angelo Aspris & Edward Bi & Sean Foley & Jiri Svec, 2024. "Crisis Capital: Private Placements During COVID‐19," Abacus, Accounting Foundation, University of Sydney, vol. 60(3), pages 607-626, September.
- S. G. J. Senarathne & C. C. Drovandi & J. M. McGree, 2020. "Bayesian sequential design for Copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 454-478, June.
- Arnaud Dufays, 2016.
"Evolutionary Sequential Monte Carlo Samplers for Change-Point Models,"
Econometrics, MDPI, vol. 4(1), pages 1-33, March.
- Arnaud Dufays, 2015. "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche 1518, CIRPEE.
- Arnaud Dufays, 2015. "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche 1508, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Fleischhacker, Jan, 2024. "Fiscal policy and the business cycle: An argument for non-linear policy rules," MPRA Paper 122497, University Library of Munich, Germany.
- James Martin & Ajay Jasra & Emma McCoy, 2013. "Inference for a class of partially observed point process models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(3), pages 413-437, June.
- Aurélien Leroy & Yannick Lucotte, 2016.
"Structural and Cyclical Determinants of Bank Interest-Rate Pass-Through in the Eurozone,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 58(2), pages 196-225, June.
- Aurélien Leroy & Yannick Lucotte, 2015. "Structural and cyclical determinants of bank interest rate pass-through in Eurozone," NBP Working Papers 198, Narodowy Bank Polski.
- Ángel Beade & Manuel Rodríguez & José Santos, 2024. "Multiperiod Bankruptcy Prediction Models with Interpretable Single Models," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1357-1390, September.
- Jin-Chuan Duan & Weimin Miao, 2016. "Default Correlations and Large-Portfolio Credit Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 536-546, October.
- Mark Bognanni & John Zito, 2019. "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Papers 19-29, Federal Reserve Bank of Cleveland.
- Leroy, Aurélien & Pop, Adrian, 2019.
"Macro-financial linkages: The role of the institutional framework,"
Journal of International Money and Finance, Elsevier, vol. 92(C), pages 75-97.
- Aurelien Leroy & Adrian Pop, 2019. "Macro-Financial Linkages: The Role of the Institutional Framework," Post-Print hal-03367548, HAL.
- Xu, Si & He, Xiaoyi & Cao, Chunfang, 2023. "Struggle for survival in credit crunch: The effect of interest rate deregulation in China," China Economic Review, Elsevier, vol. 77(C).
- Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021.
"In search of distress risk in emerging markets,"
Journal of International Economics, Elsevier, vol. 131(C).
- Gonzalo Asis & Anusha Chari & Adam Haas, 2020. "In Search of Distress Risk in Emerging Markets," NBER Working Papers 27213, National Bureau of Economic Research, Inc.
- Saifuddin Syed & Alexandre Bouchard‐Côté & George Deligiannidis & Arnaud Doucet, 2022. "Non‐reversible parallel tempering: A scalable highly parallel MCMC scheme," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 321-350, April.
- Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023. "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Sigrist, Fabio & Leuenberger, Nicola, 2023. "Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1390-1406.
- Lee Anthony & Caron Francois & Doucet Arnaud & Holmes Chris, 2012. "Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(2), pages 1-31, January.
- Aggarwal, Nidhi & Singh, Manish K. & Thomas, Susan, 2023.
"Do decreases in Distance-to-Default predict rating downgrades?,"
Economic Modelling, Elsevier, vol. 129(C).
- Nidhi Aggarwal & Manish K. Singh & Susan Thomas, 2022. "Do decreases in Distance-to-Default predict rating downgrades?," Working Papers 14, xKDR.
More about this item
Keywords
fintech; COVID-19; technology; fintech;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:adbook:0029. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ADB Institute (email available below). General contact details of provider: https://edirc.repec.org/data/adbinjp.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.