Intraday financial markets’ response to U.S. bank failures DOI
Seyed Mehdian, Ștefan Cristian Gherghina, Ovidiu Stoica

et al.

Finance research letters, Journal Year: 2023, Volume and Issue: 60, P. 104862 - 104862

Published: Dec. 16, 2023

Language: Английский

Brazilian banks risk-taking and systemic risk DOI
Bruna Gonçalves Fonseca Moura, Bruno Pérez Ferreira, Ana Carolina Costa Corrêa

et al.

The Quarterly Review of Economics and Finance, Journal Year: 2024, Volume and Issue: 98, P. 101913 - 101913

Published: Sept. 2, 2024

Language: Английский

Citations

0
AI Companies' Strategies with Traditional vs. Digital Assets Amid Geopolitical and Banking Crises DOI Creative Commons
Wael Dammak, Mohamed Fakhfekh, Hind Alnafisah

et al.

Heliyon, Journal Year: 2024, Volume and Issue: 10(23), P. e40382 - e40382

Published: Nov. 14, 2024

The financial industry evolves rapidly, offering numerous opportunities but also introducing inherent risks that require careful navigation by institutions. This paper explores the performance of traditional and digital assets as tools for hedging, diversification, safe-haven strategies during Russian-Ukrainian crisis Silicon Valley Bank (SVB) collapse. Utilizing daily data from April 30, 2021, to September 15, 2023, employing Asymmetric Dynamic Conditional Correlation (ADCC) model, which combines four Generalized Autoregressive Heteroskedasticity (GARCH) family models two residual distributions, we conduct a comprehensive analysis. results indicate Bitcoin's role safe haven is limited geopolitical crisis, impacting specific stocks, while gold's effectiveness varies. Digix Gold (DGX) demonstrates robust properties, Paxos (PAXG) proves notably effective certain stocks. Before SVB gold primarily acts diversifier later emerges significant banking crisis. These findings provide valuable insights portfolio managers, emphasizing importance adaptive asset allocation in addressing uncertainties.

Language: Английский

Citations

0
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies DOI
Wael Dammak, Halilibrahim Gökgöz, Ahmed Jeribi

et al.

Computational Economics, Journal Year: 2024, Volume and Issue: unknown

Published: Dec. 10, 2024

Language: Английский

Citations

0
Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment DOI Creative Commons

Papa Ousseynou Diop,

Julien Chevallier, Bilel Sanhaji

et al.

FinTech, Journal Year: 2024, Volume and Issue: 3(4), P. 569 - 590

Published: Dec. 13, 2024

The collapse of Silicon Valley Bank (SVB) on 11 March 2023, and the subsequent depegging USDC stablecoin highlighted vulnerabilities in interconnected financial ecosystem. While prior research has explored systemic risks stablecoins their reliance traditional banking, there been limited focus how banking sector shocks affect digital asset markets. This study addresses this gap by analyzing impact SVB’s stability major stablecoins—USDC, DAI, FRAX, USDD—and relationships with Bitcoin Tether. Using daily data from October 2022 to November we found that SVB incident triggered a series events, varying effects across stablecoins. Our results indicate USDC, often viewed as one safer stablecoins, was particularly vulnerable due its reserves. Other experienced different impacts based collateral structures. These findings challenge notion inherently safe assets underscore need for improved risk management regulatory oversight. Additionally, illustrates machine learning models, including gradient boosting random forests, can enhance our understanding contagion market stability.

Language: Английский

Citations

0
Intraday financial markets’ response to U.S. bank failures DOI
Seyed Mehdian, Ștefan Cristian Gherghina, Ovidiu Stoica

et al.

Finance research letters, Journal Year: 2023, Volume and Issue: 60, P. 104862 - 104862

Published: Dec. 16, 2023

Language: Английский

Citations

1