Quantifying systemic risk in the cryptocurrency market : a sectoral analysis
Year of publication: |
2023
|
---|---|
Authors: | Gunay, Samet ; Altınkeski, Buket Kırcı ; Ismail Çevik, Emrah ; Goodell, John W. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-8
|
Subject: | Component expected shortfall | Cryptocurrency market sectors | Systemic risk | Virtuelle Währung | Virtual currency | Systemrisiko | Risikomaß | Risk measure | Finanzkrise | Financial crisis |
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