Stock market interconnectedness

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The spillover effect and trading volume of fintech exchange traded funds (ETFs)

This paper explores the spillover effect and trading volume of Financial, Technology, and FinTech Exchange Traded Funds (ETFs) by using ARMA-GARCH model. The study finds significant interconnectedness and interdependencies between these ETF sectors and the stock market index, indicating the transmission of shocks and volatility. Market fluctuations plays a crucial role in influencing the ETF sectors, with negative shocks impacting volatility more prominently.

21p dathienlang1012 03-05-2024 0 0 Download

A network analysis of return connectedness in the financial stability: Insights about disease and economic policy incertainties

This paper studies how the return connectedness exhibits the potential linkages among 17 economies over the twenty-year period started in 2001. We found three main findings through employing the Dynamic Connectedness approach which is based on the Vector Auto-Regression (VAR) to calculate Generalized Forecast Error Decompositions.

19p wangxinling 23-07-2021 16 0 Download