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This paper investigats the opportunities of growth under restrictions of social distancing for FinTech. This has been conducted on 10 countries (United States, United Kingdom, Egypt, United Arab Emirates, Saudi Arabia, Japan, South Korea, Italy, India and Nigeria) during the period from March to June 2020. Results indicate that social distancing may affect digital payments. This has been supported for retail and recreation (X1), grocery and pharmacy (X2), transit stations (X4) and workplaces (X5), whithout any evidence about significant effects for parks (X3) and residentials (X6).    

This paper attempts to investigate the effects of 2020 Covid-19 world-wide spread on stock markets of GCC countries. Coronavirus spread has been measured by cumulative cases, new cases, cumulative deaths and new deaths. Coronavirus spread has been measured by numbers per million of population, while stock market return is measured by Δ in stock market index. Papers conducted in this topic tend to analyze Coronavirus spread in the highly infected countries and focus on the developed stock markets. Countries with low level of infection that have emerging financial markets seem to be less attractive to scholars concerning with Coronavirus spread on stock markets. This is why we try to investigate the GCC stock markets reaction to Covid-19 spread.   Findings show that there are significant differences among stock market indices during the research period. Besides, stock market returns seem to be sensitive to Coronavirus new deaths. Moreover, this has been confirmed for March without any evidence about these effects during April and May 2020.

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This paper aims at analyzing the effects of "size", "financial stability" and "equity return" on the systemic risk of Egyptian banks. This has been conducted using a sample of 11 banks (out of 14 banks listed in the Egyptian exchange), and covering the period from January 2003 to December 2013. Systemic risk is measured by "Value at Risk" that expresses the maximum loss within a q%-confidence interval during a certain period of time. Determinants of systemic risk to be examined, may be economic, as "size" in terms of TBTF rule. They may be financial, where "financial stability" is addressed as the ability of financial system to resolve systemic risks. Besides, "equity return" is assumed as a market determinant. Results indicate that size and financial stability may affect systemic risk of Egyptian banks during research period, using cross sectional analysis, by monthly returns (1-month, 0.99 VaR) for the pre-crisis, during-crisis and all the research periods. Also, robustness check investigates the effect of financial stability, using time series analysis, by daily returns (1-day, 0.99 VaR).