This is a summary of links featured on Quantocracy on Wednesday, 04/05/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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The FTX collapse: how did it impact traditional assets? [Alpha Architect]This article deals with the degree of market vulnerability to spillovers from disruptions in the cryptocurrency markets. This study investigates the impact of the FTX collapse and bankruptcy across global financial markets. What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence Imran Yousaf, Yasir Riaz, John W Goodell
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EURUSD impact in 2022 [Quant Dare]The EURUSD currency pair has been one of the most closely watched and traded pairs in the forex market for years. Its movements can have a significant impact on the global economy and particular investments. In 2022, we witnessed a significant moment in the history of the global currency market. In September 2022, the USD posted gains against most major currencies. It rose more than 12%, reaching