Tail-risk spillovers in cryptocurrency markets
Year of publication: |
2021
|
---|---|
Authors: | Xu, Qiuhua ; Zhang, Yixuan ; Zhang, Ziyang |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-7
|
Subject: | Cryptocurrency | CoVaR | LASSO | Tail-risk | TENET | Risikomaß | Risk measure | Virtuelle Währung | Virtual currency | Welt | World | Risikomanagement | Risk management |
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