Tail-event driven network of cryptocurrencies and conventional assets
Wen Jiang, Qiuhua Xu, Ruige Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Jiang, Wen ; Xu, Qiuhua ; Zhang, Ruige |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-7
|
| Subject: | Systemic risk | Cryptocurrency | Network | CoVaR | Adjacency matrix | Risk spillover | Virtuelle Währung | Virtual currency | Systemrisiko | Risiko | Risk | Unternehmensnetzwerk | Business network | Spillover-Effekt | Spillover effect | Welt | World | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102424 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341836