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dc.contributor.authorAkyildirim, Erdinc
dc.contributor.authorConlon, T.
dc.contributor.authorCorbet, S.
dc.contributor.authorGoodell, J.W.
dc.date.accessioned2023-09-26T20:29:41Z
dc.date.accessioned2023-10-06T13:28:51Z
dc.date.available2023-09-26T20:29:41Z
dc.date.available2023-10-06T13:28:51Z
dc.date.issued2023-05
dc.identifier.citationAkyildirim 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.urihttp://hdl.handle.net/10454/19607
dc.descriptionNo
dc.description.abstractEmploying 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.sponsorshipConlon 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.isoenen_US
dc.subjectTVP-VAR
dc.subjectDynamic connectedness
dc.subjectGARCH
dc.subjectFraud
dc.subjectCryptocurrency
dc.subjectTokens
dc.titleUnderstanding the FTX exchange collapse: A dynamic connectedness approachen_US
dc.status.refereedYes
dc.date.application14/01/2023
dc.typeArticle
dc.type.versionNo full-text in the repository
dc.identifier.doihttps://doi.org/10.1016/j.frl.2023.103643
dc.rights.licenseUnspecifieden_US
dc.date.updated2023-09-26T20:29:43Z
refterms.dateFOA2023-10-06T13:30:43Z
dc.openaccess.statusclosedAccess
dc.date.accepted12/01/2023


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