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A study on the mechanism of Fintech to improve the resilience of China's capital market
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DOI：10.1016/j.ribaf.2026.103388.png)
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Abstract
En 中文
● TVP-VAR model quantifies resilience across bonds, funds, conventional stocks, ChiNext, and large-cap markets. ● Fintech development shows a nonlinear, inverted U-shaped impact on market resilience. ● Excessive breadth and depth of Fintech use weaken resilience, while digitalization enhances it. ● Digitalization significantly improves shock absorption, especially in the ChiNext market. ● Findings provide targeted policy insights for strengthening resilience in emerging markets.
Keywords:
TVP-VAR model
Fintech development
market resilience
digitalization
ChiNext market
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6.9
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