Insights into financial technology (FinTech): a bibliometric and visual study [0.03%]
金融科技（FinTech）研究的知识图谱与可视化分析
Bo Li,Zeshui Xu
Bo Li
This paper conducted a comprehensive analysis based on bibliometrics and science mapping analysis. First, 848 publications were obtained from Web of Science. Their fundamental characteristics were analyzed, including the types, annual publi...
Ridoy Deb Nath,Mohammad Ashraful Ferdous Chowdhury
Ridoy Deb Nath
This study reports on our systematic review of 2008-2021 literature on shadow banking. We present an overview of the shadow banking sector, wherein we discuss the definitions, evolution, functions, and specific activities that comprise it. ...
Implied volatility estimation of bitcoin options and the stylized facts of option pricing [0.03%]
比特币期权的隐含波动率估计及期权定价的事实特征
Noshaba Zulfiqar,Saqib Gulzar
Noshaba Zulfiqar
The recently developed Bitcoin futures and options contracts in cryptocurrency derivatives exchanges mark the beginning of a new era in Bitcoin price risk hedging. The need for these tools dates back to the market crash of 1987, when invest...
Has COVID-19 changed the stock return-oil price predictability pattern? [0.03%]
COVID-19对股票收益与油价预测关系的影响分析
Fan Zhang,Paresh Kumar Narayan,Neluka Devpura
Fan Zhang
In this paper, we examine if COVID-19 has impacted the relationship between oil prices and stock returns predictions using daily Japanese stock market data from 01/04/2020 to 03/17/2021. We make a novel contribution to the literature by tes...
Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies [0.03%]
利率期限结构、比特币和避险货币之间的动态溢出效应
David Y Aharon,Zaghum Umar,Xuan Vinh Vo
David Y Aharon
This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature), exchange rates, and the historical volatility of the exchange rates of the main safe-haven fiat currencies (Canada, Switzerland...
Serena Gallo
Serena Gallo
Can peer-to-peer lending platforms mitigate fraudulent behaviors? Or have lending players been acting similar to free-riders? This paper constructs a new proxy to investigate lending platform misconduct and compares the FICO score and the L...
Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms [0.03%]
近期基准利率(BMR)的创新：基于机器学习算法的影响因素下的土耳其里拉隔夜参考利率证据
Özer Depren,Mustafa Tevfik Kartal,Serpil Kılıç Depren
Özer Depren
Some countries have announced national benchmark rates, while others have been working on the recent trend in which the London Interbank Offered Rate will be retired at the end of 2021. Considering that Turkey announced the Turkish Lira Ove...
Fintech investments in European banks: a hybrid IT2 fuzzy multidimensional decision-making approach [0.03%]
欧洲银行金融科技投资的多维决策方法研究
Gang Kou,Özlem Olgu Akdeniz,Hasan Dinçer et al.
Gang Kou et al.
Financial technology (Fintech) makes a significant contribution to the financial system by reducing costs, providing higher quality services and increasing customer satisfaction. Hence, new studies play an essential role to improve Fintech ...
Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods [0.03%]
市场模型的线性扩展：COVID-19之前和期间前十大加密货币价格实例分析
Serdar Neslihanoglu
Serdar Neslihanoglu
This research investigates the appropriateness of the linear specification of the market model for modeling and forecasting the cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. Two extensions are offered to compare the pe...
Jimmy Yicheng Huang
Jimmy Yicheng Huang
Background: Anticipated to overhaul the structure of market risk teams, IT teams, and trading desks within banks by 2023, Basel III's Fundamental Review of the Trading Book requirements will also increase capital charges ...