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Cryptocurrencies and Fintech

Paper Session

Saturday, Jan. 6, 2024 8:00 AM - 10:00 AM (CST)

Convention Center, 224
Hosted By: American Economic Association
  • Chair: Linda Schilling, Washington University-St Louis

Banks, Fintech Disruptions, and Labor Consequences

Hieu Tran
,
University of Georgia

Abstract

I examine how traditional depository banks respond to increased competition from fintech firms. My identification strategy exploits the staggered adoption of the regulatory sandbox legislation in some US states. I first show that the adoption of regulatory sandboxes leads to 8% increase in the number of fintech startups. Using bank-level employment data collected from LinkedIn, I find that the rise in fintech firms leads banks to increase wages and employment of high-skilled workers. At the same time, banks close more branches. Overall, my results suggest that banks boost high-skilled employment and close costly branches in a bid to be more responsive to the potential disruptions from fintech firms.

Who Invests in Crypto? Wealth, Financial Constraints, and Risk Attitudes

Jason Kotter
,
Brigham Young University
Darren James Aiello
,
Brigham Young University
Scott Baker
,
Northwestern University
Tetyana Balyuk
,
Emory University
Marco Di Maggio
,
Harvard Business School
Mark Johnson
,
Brigham Young University

Abstract

We provide a first look into the drivers of household cryptocurrency investing. Analyzing consumer transaction data for millions of U.S. households, we find that, except for high-income early adopters, cryptocurrency investors resemble the general population. These investors span all income levels, with most dollars coming from high-income individuals, similar to equity investors. High past crypto returns and personal income shocks lead to increased cryptocurrency investments. Higher household-level inflation expectations also correlate with greater crypto investments, aligning with hedging motives. For most U.S. households, cryptocurrencies are treated like traditional assets.

Did Fintech Loans Default More During the COVID-19 Pandemic? Were Fintech Firms “Cream-Skimming” the Best Borrowers?

Julapa Jagtiani
,
Federal Reserve Bank of Philadelphia
Cathy M. Lemieux
,
Federal Reserve Bank of Chicago
Brandon Goldstein
,
Federal Reserve Bank of Philadelphia

Abstract

A growing portion of consumer credit has recently been devoted to unsecured personal installment loans. Fintech firms have been active players in this market, with an increasing market share, while the market share of banks has declined. Studies of fintech lending have shown that their digital access and ability to leverage alternative data have increased accessibility in underserved areas, enabled consumers with thin credit files to obtain credit, and provided a lower cost alternative to long-term credit card financing. This paper exams three questions: (1) Do proprietary loan rating systems accurately predict the likelihood of default? (2) Can a proprietary loan rating system, leveraging alternative data, that was developed in a favorable economic period continue to perform well under adverse economic conditions (such as the COVID-19 pandemic)? (3) Have fintechs been “cream skimming,” i.e., underpricing the cost of credit to top-tier customers? This study uses data from LendingClub, one of the largest fintech lenders in the personal loan market. We find that LendingClub’s loan rating system is superior to traditional measures of credit risk when predicting the likelihood of default and that the loan rating system continued to perform well during the pandemic period. Finally, we find no evidence of cream skimming.

Do Uncertainty Indices Affect Cryptocurrencies? A Lesson from the Turbulent Times

Barbra Bedowska-Sojka
,
Poznan University of Economics and Business
Joanna Górka
,
Nicolaus Copernicus University
Adam Zaremba
,
Montpellier Business School

Abstract

Although cryptocurrencies have already established themselves in the financial markets, the question of what factors influence their price behavior is open. This article aims to examine what type of risk has the greatest impact on the price movements of cryptocurrencies. We focus on the dependency between various uncertainty proxies and major cryptocurrencies as well as the spillover effects. Within the first group we consider several risk indices such as the economic policy uncertainty index, the volatility index, crude oil volatility index, gold volatility index, the geopolitical risk index and others. Among cryptocurrencies we take into account the ten mostly capitalized coins. The dynamic linkages between indices and coins are examined within the conditional correlation approach and the time varying vector autoregressive models. We analyze the volatility spillovers from risk indices to various coins based on the generalized forecast error variance. The data sample starts from April 2018 and ends up in December 2022 thus encompassing several upturns and downturns of the coin market. We find that for pairs of Volatility Index (VIX) and cryptocurrencies or Crude Oil Volatility Index (OVX) and coins the dynamic correlations for returns are different from zero and negative. In remaining cases the correlation between uncertainty indices and cryptocurrencies is insignificant. In the case of volatility spillovers in the static approach there is no transmission from risk indices to coins. In the dynamic approach, uncertainty indices based on the stocks' market implied volatility behave similarly transmitting the spillovers to coins in the pandemic period, while OVX transmits volatility over 2021 to coins. Most spillovers are observed within the risk indices themselves and within cryptocurrencies, but not between the former and the latter. Uncertainty indices do not transfer risk to cryptocurrencies, but they have a short-term impact on their volatility.
JEL Classifications
  • G2 - Financial Institutions and Services