Research on the FinTech risk early warning based on the MS-VAR model: An empirical analysis in China-Reference-Cited by-同舟云学术

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Research on the FinTech risk early warning based on the MS-VAR model: An empirical analysis in China

Published:2023-11 Issue: Volume:58 Page:100898
ISSN:1044-0283
Container-title:Global Finance Journal
language:en
Short-container-title:Global Finance Journal

Author:

Bu Ya,Du Xin,Li Hui,Yu Xinghui,Wang Yuting

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference76 articles.

1. Capital shortfall: A new approach to ranking and regulating systemic risks;Acharya;The American Economic Review,2012

2. CoVaR;Adrian;The American Economic Review,2016

3. FinTech, lending and payment innovation: A review;Agarwal,2020

4. FinTech and RegTech: Impact on regulators and banks;Anagnostopoulos;Journal of Economics and Business,2018

5. Improving early warning systems with a Markov switching model-an application to south-east Asian crises;Arias;Journal of Economic Modelling,2005

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