Vulnerability-CoVaR : investigating the crypto-market
Martin Waltz, Abhay Kumar Singh and Ostap Okhrin
| Year of publication: |
2022
|
|---|---|
| Authors: | Waltz, Martin ; Singh, Abhay Kumar ; Okhrin, Ostap |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 9, p. 1731-1745
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| Subject: | Conditional value-at-risk | Copula | Cryptocurrency | Systemic risk | Virtuelle Währung | Virtual currency | Risikomaß | Risk measure | Systemrisiko | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Bankrisiko | Bank risk | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2063166 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367943