Quantifying systemic risk in the cryptocurrency market : a sectoral analysis
Samet Gunay, Buket Kırcı Altınkeski, Emrah Ismail Çevik, John W. Goodell
| Year of publication: |
2023
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|---|---|
| Authors: | Gunay, Samet ; Altınkeski, Buket Kırcı ; Cevik, Emrah Ismail ; 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
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| Subject: | Component expected shortfall | Cryptocurrency market sectors | Systemic risk | Virtuelle Währung | Virtual currency | Systemrisiko | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104586 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046604