Systemic risks in the cryptocurrency market: Evidence from the FTX collapse
Citations
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Cited by:
- Balazs Bodo & Primavera de Filippi, 2025. "Trust in context: The impact of regulation on blockchain and DeFi," Regulation & Governance, John Wiley & Sons, vol. 19(3), pages 740-760, July.
- Pawe{l} Sakowski & Rafa{l} Sieradzki & Robert 'Slepaczuk, 2023. "Systemic risk indicator based on implied and realized volatility," Papers 2307.05719, arXiv.org.
- Kyriazis, Nikolaos A. & Papadamou, Stephanos & Tzeremes, Panayiotis, 2023. "Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?," Economic Modelling, Elsevier, vol. 128(C).
- Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024. "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Mahesh Kumar Morampudi & Chinmaya Kumar Swain & M. Vijaya Prabhagar & Sundar Rengasamy, 2026. "Analyzing the impact of the sentiment of Covid-19 news on bitcoin through transformer-based models," Quality & Quantity: International Journal of Methodology, Springer, vol. 60(2), pages 6429-6447, April.
- Jing, Ruixue & Rocha, Luis E.C., 2023.
"A network-based strategy of price correlations for optimal cryptocurrency portfolios,"
Finance Research Letters, Elsevier, vol. 58(PC).
- Ruixue Jing & Luis Enrique Correa Rocha, 2023. "A network-based strategy of price correlations for optimal cryptocurrency portfolios," Papers 2304.02362, arXiv.org.
- Murad Farzulla, 2026. "Do Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference," Papers 2602.07046, arXiv.org, revised Sep 2026.
- Dunbar, Kwamie & Treku, Daniel N. & Owusu-Amoako, Johnson, 2026. "The decentralization enigma in DeFi: Impact of U.S. federal funds rate changes," The British Accounting Review, Elsevier, vol. 58(3).
- Nader Naifar & Mohammed S. Makni, 2025. "Dynamics of Cryptocurrencies, DeFi Tokens, and Tech Stocks: Lessons from the FTX Collapse," IJFS, MDPI, vol. 13(3), pages 1-23, September.
- Pietro Saggese & Michael Sigmund & Burkhard Raunig & Esther Segalla & Bernhard Haslhofer & Christos A. Makridis, 2026.
"Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers,"
CESifo Working Paper Series
12823, CESifo.
- Pietro Saggese & Michael Sigmund & Burkhard Raunig & Esther Segalla & Bernhard Haslhofer & Christos Makridis, 2026. "Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers," Papers 2607.08524, arXiv.org.
- Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2024. "Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Rahman, Molla Ramizur & Naeem, Muhammad Abubakr & Yarovaya, Larisa & Mohapatra, Sabyasachi, 2024. "Unravelling systemic risk commonality across cryptocurrency groups," Finance Research Letters, Elsevier, vol. 65(C).
- Gunay, Samet & Altınkeski, Buket Kırcı & Ismail Çevik, Emrah & Goodell, John W., 2023. "Quantifying systemic risk in the cryptocurrency market: A sectoral analysis," Finance Research Letters, Elsevier, vol. 58(PC).
- Liu, Shiang & Yang, Changyu, 2024. "Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization," Finance Research Letters, Elsevier, vol. 69(PB).
- Riccardo De Blasis & Luca Galati & Rosanna Grassi & Giorgio Rizzini, 2024. "Information Flow in the FTX Bankruptcy: A Network Approach," Papers 2407.12683, arXiv.org, revised May 2025.
- Bouri, Elie & Kamal, Elham & Kinateder, Harald, 2023. "FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies," Finance Research Letters, Elsevier, vol. 56(C).
- Bai, Zefeng & Wang, Pengcheng & Zhang, Hengwei, 2024. "When uncertainties matter: The causal effect of cryptocurrency investment on retirement hardship withdrawals," Finance Research Letters, Elsevier, vol. 67(PB).
- Liu, Yakun & Chen, Yan, 2024. "Skewness risk and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, vol. 96(PA).
- Scharnowski, Stefan, 2026. "Fractional and around the clock: Trading activity in tokenized financial assets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 110(C).
- Aibai, Abuduwali & Julaiti, Jiansuer & Gou, Shangde, 2024. "The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises," Finance Research Letters, Elsevier, vol. 67(PA).
- Mulligan, Catherine & Morsfield, Suzanne & Cheikosman, Evîn, 2024. "Blockchain for sustainability: A systematic literature review for policy impact," Telecommunications Policy, Elsevier, vol. 48(2).
- Ahmed, Ijaz & Khan, Mushtaq Hussain, 2026. "Crypto-contagion and capital flows: Interconnectedness across emerging and traditional cryptocurrencies, ethical equities, and regional markets," International Review of Economics & Finance, Elsevier, vol. 105(C).
- Fakhfekh, Mohamed & Bejaoui, Azza & Bariviera, Aurelio F. & Jeribi, Ahmed, 2024. "Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- De Blasis, Riccardo & Galati, Luca & Grassi, Rosanna & Rizzini, Giorgio, 2024. "Information flow in the FTX bankruptcy: A network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 655(C).
- Boubaker, Sabri & Karim, Sitara & Naeem, Muhammad Abubakr & Rahman, Molla Ramizur, 2024.
"On the prediction of systemic risk tolerance of cryptocurrencies,"
Technological Forecasting and Social Change, Elsevier, vol. 198(C).
- Sabri Boubaker & Sitara Karim & Muhammad Abubakr Naeem & Molla Ramizur Rahman, 2024. "On the Prediction of Systemic Risk Tolerance of Cryptocurrencies," Post-Print hal-04432400, HAL.
- Khalid Khan & Adnan Khurshid & Javier Cifuentes-Faura, 2025. "Causal estimation of FTX collapse on cryptocurrency: a counterfactual prediction analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-17, December.
- Sapkota, Niranjan, 2025. "The crypto collapse chronicles: Decoding cryptocurrency exchange defaults," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
- Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk, 2023. "The systemic risk approach based on implied and realized volatility," Working Papers 2023-07, Faculty of Economic Sciences, University of Warsaw.
- Galati, Luca & Webb, Alexander & Webb, Robert I., 2024. "Financial contagion in cryptocurrency exchanges: Evidence from the FTT collapse," Finance Research Letters, Elsevier, vol. 67(PA).
- Lin, Xudong & Meng, Yiqun & Zhu, Hao, 2023. "How connected is the crypto market risk to investor sentiment?," Finance Research Letters, Elsevier, vol. 56(C).
- Meghna Jayasankar & P S Niveditha, 2025. "Towards the path of green finance: Unraveling the co-movement between green cryptocurrencies and Bitcoin," Economics Bulletin, AccessEcon, vol. 45(2), pages 919-927.
- Sakariyahu, Rilwan & Lawal, Rodiat & Adigun, Rasheed & Paterson, Audrey & Johan, Sofia, 2024. "One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 94(C).
- Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023. "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Shakourloo, Amin & Azimli, Asil, 2026. "Regime-switching in bitcoin volatility under global uncertainty: Markov-switching GARCH and hidden Markov Copula approaches," Research in International Business and Finance, Elsevier, vol. 83(C).
- Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2023. "Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Sayed Mohammad Mousavi & Yazdan Shahin Rad, 2023. "Challenges and Legal Aspects of Financing Projects Through Cryptocurrencies in Iran," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 13(4), pages 127-151.
- Perdana, Arif & Arifin, Saru & Quadrianto, Novi, 2025. "Algorithmic trust and regulation: Governance, ethics, legal, and social implications blueprint for Indonesia's central banking," Technology in Society, Elsevier, vol. 81(C).
- Wang, Hongyan & Cheng, Jiandong & Zhou, Hang, 2025. "Tax administration informatization, financial tightened regulation, and firm productivity: A quasi-natural experiment based on the "Golden Tax Phase III project"," International Review of Economics & Finance, Elsevier, vol. 98(C).
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