FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3048895537> ?p ?o ?g. }

• W3048895537 endingPage "1919" @default.
• W3048895537 startingPage "1903" @default.
• W3048895537 abstract "The empirical evidence suggests that stock returns in the emerging technology environment exhibit high stock return volatility. The fundamental aim of the article is to investigate the dynamic, time series properties of the correlations between daily log returns and magnitude of the volatility transmissions from the emerging technologies environment to the Spanish banking sector, the Spanish market portfolio and the finance industry in the EU area. Using daily log returns for the performance variables and an equally weighted index was constructed as proxy to represent the emerging technology phenomena covering a period from the 7th of July of 2015 to the 20th of September of 2019. The study applies generalized autoregressive conditional heteroskedasticity GARCH followed by the diagonal BEKK approach. One key finding is that the emerging technology environment is important in capturing volatility of Spanish banking sector, the Spanish market portfolio and the finance industry in the EU area through significant volatility clustering, volatility spillover and volatility persistence. Results exhibit very large GARCH and relatively low ARCH effects indicating a long persistence of resulting shocks over volatility. Broadly, the Spanish banking sector seems to be the most exposed to volatility spillover. Nevertheless, it is the finance industry across the EU which is more affected by the volatility persistence from emerging technology shocks in terms of volatility and cross – volatility point of view. Additionally, high volatility periods provide insights about an increased integration and volatility spillover. From an investor perspective, one important implication is that adding stocks from different emerging technologies to a portfolio does not necessarily lead to risk reduction." @default.
• W3048895537 created "2020-08-18" @default.
• W3048895537 creator A5001292041 @default.
• W3048895537 creator A5046690844 @default.
• W3048895537 date "2021-02-02" @default.
• W3048895537 modified "2023-10-14" @default.
• W3048895537 title "Impact of emerging technologies in banking and finance in Europe: A volatility spillover and contagion approach1" @default.
• W3048895537 cites W1493627403 @default.
• W3048895537 cites W1891479151 @default.
• W3048895537 cites W1966572897 @default.
• W3048895537 cites W1968377784 @default.
• W3048895537 cites W1972571129 @default.
• W3048895537 cites W1975041738 @default.
• W3048895537 cites W1977480757 @default.
• W3048895537 cites W1991271203 @default.
• W3048895537 cites W1997600108 @default.
• W3048895537 cites W1999996900 @default.
• W3048895537 cites W2005144066 @default.
• W3048895537 cites W2006662939 @default.
• W3048895537 cites W2023596193 @default.
• W3048895537 cites W2039235853 @default.
• W3048895537 cites W2040666798 @default.
• W3048895537 cites W2066949672 @default.
• W3048895537 cites W2075151733 @default.
• W3048895537 cites W2078955346 @default.
• W3048895537 cites W2080559942 @default.
• W3048895537 cites W2090637028 @default.
• W3048895537 cites W2091214680 @default.
• W3048895537 cites W2105711560 @default.
• W3048895537 cites W2107274838 @default.
• W3048895537 cites W2130492799 @default.
• W3048895537 cites W2131773668 @default.
• W3048895537 cites W2135427570 @default.
• W3048895537 cites W2160416208 @default.
• W3048895537 cites W2162484441 @default.
• W3048895537 cites W2165944181 @default.
• W3048895537 cites W2229412261 @default.
• W3048895537 cites W2560122591 @default.
• W3048895537 cites W2567297429 @default.
• W3048895537 cites W3022241556 @default.
• W3048895537 cites W3121275215 @default.
• W3048895537 cites W3121824276 @default.
• W3048895537 cites W3121865372 @default.
• W3048895537 cites W3122403692 @default.
• W3048895537 cites W3122712023 @default.
• W3048895537 cites W3123059183 @default.
• W3048895537 cites W3123076868 @default.
• W3048895537 cites W3124380383 @default.
• W3048895537 cites W3124613665 @default.
• W3048895537 cites W3124680412 @default.
• W3048895537 cites W3124889478 @default.
• W3048895537 cites W3125435159 @default.
• W3048895537 doi "https://doi.org/10.3233/jifs-189195" @default.
• W3048895537 hasPublicationYear "2021" @default.
• W3048895537 type Work @default.
• W3048895537 sameAs 3048895537 @default.
• W3048895537 citedByCount "2" @default.
• W3048895537 countsByYear W30488955372021 @default.
• W3048895537 countsByYear W30488955372023 @default.
• W3048895537 crossrefType "journal-article" @default.
• W3048895537 hasAuthorship W3048895537A5001292041 @default.
• W3048895537 hasAuthorship W3048895537A5046690844 @default.
• W3048895537 hasBestOaLocation W30488955372 @default.
• W3048895537 hasConcept C10138342 @default.
• W3048895537 hasConcept C106159729 @default.
• W3048895537 hasConcept C121087249 @default.
• W3048895537 hasConcept C13290067 @default.
• W3048895537 hasConcept C139719470 @default.
• W3048895537 hasConcept C144133560 @default.
• W3048895537 hasConcept C149782125 @default.
• W3048895537 hasConcept C162324750 @default.
• W3048895537 hasConcept C192620184 @default.
• W3048895537 hasConcept C23922673 @default.
• W3048895537 hasConcept C24189920 @default.
• W3048895537 hasConcept C2780821815 @default.
• W3048895537 hasConcept C44731940 @default.
• W3048895537 hasConcept C55527203 @default.
• W3048895537 hasConcept C556758197 @default.
• W3048895537 hasConcept C91602232 @default.
• W3048895537 hasConceptScore W3048895537C10138342 @default.
• W3048895537 hasConceptScore W3048895537C106159729 @default.
• W3048895537 hasConceptScore W3048895537C121087249 @default.
• W3048895537 hasConceptScore W3048895537C13290067 @default.
• W3048895537 hasConceptScore W3048895537C139719470 @default.
• W3048895537 hasConceptScore W3048895537C144133560 @default.
• W3048895537 hasConceptScore W3048895537C149782125 @default.
• W3048895537 hasConceptScore W3048895537C162324750 @default.
• W3048895537 hasConceptScore W3048895537C192620184 @default.
• W3048895537 hasConceptScore W3048895537C23922673 @default.
• W3048895537 hasConceptScore W3048895537C24189920 @default.
• W3048895537 hasConceptScore W3048895537C2780821815 @default.
• W3048895537 hasConceptScore W3048895537C44731940 @default.
• W3048895537 hasConceptScore W3048895537C55527203 @default.
• W3048895537 hasConceptScore W3048895537C556758197 @default.
• W3048895537 hasConceptScore W3048895537C91602232 @default.
• W3048895537 hasIssue "2" @default.
• W3048895537 hasLocation W30488955371 @default.
• W3048895537 hasLocation W30488955372 @default.

• next