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- W4386572322 abstract "In this study, we investigate the dynamic volatility connectedness of fintech, innovative technology communication, and cryptocurrency indices for the period from June 2018 to June 2022. We investigate the connectivity and risk spillovers before and after the COVID-19 period to understand the volatility fluctuations by employing the dynamic connectedness measures based on TVP-VAR methodology. We find that volatility connectedness is strong among the Fintech, and cryptocurrency indices and it increase further during uncertainty caused due to COVID-19 pandemic & also during escalations of Russian-Ukraine war period compared to the pre-pandemic levels. We identify the net transmitters and net recipients of volatility among the fintech, innovative technology communication, and cryptocurrency indices. We observe that spillovers among the variables under study are dynamic in nature and shift from net recipients to net transmitters of volatility and viceversa during different time periods Our study has beneficial implications for policymakers, regulators, investors, and financial market constituents to redevelop their existing strategies and understand the fourth industrial revolution and new economies' indices to avoid financial losses during the financial markets’ turmoil." @default.
- W4386572322 created "2023-09-10" @default.
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- W4386572322 date "2023-09-01" @default.
- W4386572322 modified "2023-10-01" @default.
- W4386572322 title "The Dynamic Volatility Nexus of Fintech, Innovative Technology Communication, and Cryptocurrency Indices during the crises period" @default.
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- W4386572322 doi "https://doi.org/10.1016/j.joitmc.2023.100129" @default.
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