FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies-Reference-Cited by-同舟云学术

FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies

Published:2023-09 Issue: Volume:56 Page:104099
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Bouri Elie,Kamal Elham,Kinateder Harald

Publisher

Elsevier BV

Subject

Finance

Reference23 articles.

1. Bootstrap tests for distributional treatment effects in instrumental variable models;Abadie;J. Am. Stat. Assoc.,2002

2. Adrian, T., & Brunnermeier, M.K. (2008). Federal Reserve Bank of New York. liquidity, monetary policy, and financial cycles, Federal Reserve Bank of NY current issues in economics and finance.

3. CoVaR;Adrian;Am. Econ. Rev.,2016

4. Asymmetric tail dependence in cryptocurrency markets: a model-free approach;Ahn;Finance Res. Lett.,2022

5. Understanding the FTX exchange collapse: a dynamic connectedness approach;Akyildirim;Finance Res. Lett.,2023

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises;Finance Research Letters;2024-09

2. One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market;Journal of International Financial Markets, Institutions and Money;2024-07

3. Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?;Humanities and Social Sciences Communications;2024-06-03

4. Does bitcoin still enhance an investment portfolio in a post Covid-19 world?;Finance Research Letters;2024-04

5. Trade fragmentation and volatility-of-volatility networks;Journal of International Financial Markets, Institutions and Money;2024-03