FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Elie Bouri, Elham Kamal, Harald Kinateder
| Year of publication: |
2023
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|---|---|
| Authors: | Bouri, Elie ; Kamal, Elham ; Kinateder, Harald |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-10
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| Subject: | ∆CoVaR | Cryptocurrencies | Downside risk spillover | FTX collapse | GARCH copula quantile regression | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Systemrisiko | Systemic risk | ARCH-Modell | ARCH model | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473652