This study investigates the lead-lag relationships and volatility dynamics among four major cryptocurrencies - Bitcoin, Ethereum, Solana, and Polygon - during the turbulent year of 2022. We address three primary research questions: (1) To what extent do lead-lag relationships exist among major...

Accurate risk assessment is crucial for predicting potential financial losses. This paper introduces an innovative approach by employing expected risk models that utilize risk samples to capture comprehensive risk characteristics. The innovation lies in the integration of classical credibility...