Understanding the FTX exchange collapse: A dynamic connectedness approach
dc.contributor.author | Akyildirim, Erdinc | |
dc.contributor.author | Conlon, T. | |
dc.contributor.author | Corbet, S. | |
dc.contributor.author | Goodell, J.W. | |
dc.date.accessioned | 2023-09-26T20:29:41Z | |
dc.date.accessioned | 2023-10-06T13:28:51Z | |
dc.date.available | 2023-09-26T20:29:41Z | |
dc.date.available | 2023-10-06T13:28:51Z | |
dc.date.issued | 2023-05 | |
dc.identifier.citation | Akyildirim E, Conlon T, Corbet S et al (2023) Understanding the FTX exchange collapse: A dynamic connectedness approach. Finance Research Letters. 53: 103643. | en_US |
dc.identifier.uri | http://hdl.handle.net/10454/19607 | |
dc.description | No | |
dc.description.abstract | Employing a TVP-VAR dynamic connectedness analysis, we identify avenues through which the collapse of the FTX exchange manifested contagion effects throughout a number of financial markets. Results indicate that interaction effects become significantly pronounced, coinciding with key milestones during the collapse of FTX and related companies. Specifically, sources of contagion stem from two tokens created by the exchange and related companies, namely FTT Token and Serum. Such results further develop the expanding literature based on the inherent contagion effects of such unregulated products. | en_US |
dc.description.sponsorship | Conlon acknowledges the support of Science Foundation Ireland under Grant Number 16/SPP/33 and 13/RC/2106 and 17/SP/5447. | en_US |
dc.language.iso | en | en_US |
dc.subject | TVP-VAR | |
dc.subject | Dynamic connectedness | |
dc.subject | GARCH | |
dc.subject | Fraud | |
dc.subject | Cryptocurrency | |
dc.subject | Tokens | |
dc.title | Understanding the FTX exchange collapse: A dynamic connectedness approach | en_US |
dc.status.refereed | Yes | |
dc.date.application | 14/01/2023 | |
dc.type | Article | |
dc.type.version | No full-text in the repository | |
dc.identifier.doi | https://doi.org/10.1016/j.frl.2023.103643 | |
dc.rights.license | Unspecified | en_US |
dc.date.updated | 2023-09-26T20:29:43Z | |
refterms.dateFOA | 2023-10-06T13:30:43Z | |
dc.openaccess.status | closedAccess | |
dc.date.accepted | 12/01/2023 |