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Understanding the FTX exchange collapse: A dynamic connectedness approach

No / 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. / Conlon acknowledges the support of Science Foundation Ireland under Grant Number 16/SPP/33 and 13/RC/2106 and 17/SP/5447.

Identiferoai:union.ndltd.org:BRADFORD/oai:bradscholars.brad.ac.uk:10454/19607
Date26 September 2023
CreatorsAkyildirim, Erdinc, Conlon, T., Corbet, S., Goodell, J.W.
Source SetsBradford Scholars
LanguageEnglish
Detected LanguageEnglish
TypeArticle, No full-text in the repository
RightsUnspecified

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