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Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)

Hongjun Zeng Orcid Logo, Mohammad Abedin, Brian Lucey

Finance Research Letters, Volume: 64, Start page: 105424

Swansea University Author: Mohammad Abedin

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DOI (Published version): 10.1016/j.frl.2024.105424

Abstract

This paper aims to investigate the Granger causality relationship in quantile between the FinTech Index and globally systemically important banks (G-SIBs). The result was observed that at the median and under conditions of extreme quantiles in the FinTech Index, there was no Granger causality relati...

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Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2024
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa66153
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Abstract: This paper aims to investigate the Granger causality relationship in quantile between the FinTech Index and globally systemically important banks (G-SIBs). The result was observed that at the median and under conditions of extreme quantiles in the FinTech Index, there was no Granger causality relationship between the FinTech Index and the vast majority of systemically important banks. Our research offered vital insights to regulatory agencies, highlighting the importance of monitoring market conditions at higher or lower quantiles to prevent the impact of financial technology on G-SIBs and to maintain global financial stability.
Keywords: FinTech; Global Systemically Important Banks (G-SIBs); Granger causality; Quantile relationship; Heterogeneous dependence; Financial stability
College: Faculty of Humanities and Social Sciences
Funders: There is no funding for this research. However, authors will use personal fund for the associated costs of publications in this journal.
Start Page: 105424

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