Systemic risks in the cryptocurrency market: Evidence from the FTX collapse

被引：28
|
作者：
Jalan, Akanksha [1 ,2 ]
Matkovskyy, Roman [1 ]
机构：
[1] Rennes Sch Business, Dept Finance & Accounting, Rennes, France
[2] Rennes Sch Business, Dept Finance & Accounting, 2 Rue Robert Darbrissel, F-35065 Rennes, France
来源：
FINANCE RESEARCH LETTERS | 2023年 / 53卷
关键词：
Cryptocurrency; Risks; Crisis; Liquidity; RETURNS;
D O I：
10.1016/j.frl.2023.103670
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The crypto market has experienced several serious crises in recent years, the most contemporary being the collapse of Terra and then FTX. Despite common belief that these could imply the end of the crypto era, our analysis highlights no significant increases and decreases in systemic risk and liquidity, respectively.
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页数：6
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