FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Elie Bouri, Elham Kamal, Harald Kinateder
Topics & Concepts
Spillover effectCopula (linguistics)EconometricsDownside riskEconomicsAutoregressive conditional heteroskedasticitySecurity tokenCryptocurrencyQuantileFinancial economicsComputer scienceMicroeconomicsVolatility (finance)Computer securityPortfolioBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Risk and Volatility Modeling