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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
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URI: https://cronfa.swan.ac.uk/Record/cronfa66153
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last_indexed 2024-04-24T16:28:26Z
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spelling v2 66153 2024-04-24 Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs) 4ed8c020eae0c9bec4f5d9495d86d415 Mohammad Abedin Mohammad Abedin true false 2024-04-24 CBAE 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. Journal Article Finance Research Letters 64 105424 Elsevier BV 1544-6123 FinTech; Global Systemically Important Banks (G-SIBs); Granger causality; Quantile relationship; Heterogeneous dependence; Financial stability 1 6 2024 2024-06-01 10.1016/j.frl.2024.105424 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University Other There is no funding for this research. However, authors will use personal fund for the associated costs of publications in this journal. 2024-05-20T13:09:56.6201550 2024-04-24T17:24:35.3526747 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Hongjun Zeng 0000-0002-5437-2710 1 Mohammad Abedin 2 Brian Lucey 3 66153__30401__d2b21e6ac261432bbd4a054b93218e4c.pdf 66153.VoR.pdf 2024-05-20T13:08:12.4264380 Output 436311 application/pdf Version of Record true © 2024 The Authors. This is an open access article under the CC BY license. true eng http://creativecommons.org/licenses/by/4.0/
title Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
spellingShingle Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
Mohammad Abedin
title_short Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
title_full Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
title_fullStr Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
title_full_unstemmed Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
title_sort Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
author_id_str_mv 4ed8c020eae0c9bec4f5d9495d86d415
author_id_fullname_str_mv 4ed8c020eae0c9bec4f5d9495d86d415_***_Mohammad Abedin
author Mohammad Abedin
author2 Hongjun Zeng
Mohammad Abedin
Brian Lucey
format Journal article
container_title Finance Research Letters
container_volume 64
container_start_page 105424
publishDate 2024
institution Swansea University
issn 1544-6123
doi_str_mv 10.1016/j.frl.2024.105424
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
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description 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.
published_date 2024-06-01T13:09:55Z
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score 11.016258

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