Mapping Systemic Tail Risk in Crypto Markets: DeFi, Stablecoins, and Infrastructure Tokens
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- Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh, 2021.
"Tail risk measurement in crypto-asset markets,"
International Review of Financial Analysis, Elsevier, vol. 73(C).
- Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020. "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series 186, University of Pavia, Department of Economics and Management.
- Atik, Zehra & Guven, Murat & Guloglu, Bulent & Koksalmis, Gulsah Hancerliogullari & Calisir, Fethi, 2025. "Exploring nonlinear tail dependencies: Cryptocurrencies, stablecoins, and commodity markets amid monetary shifts," Research in International Business and Finance, Elsevier, vol. 76(C).
- Soufiane Benbachir & Karim Amzile & Mohamed Beraich, 2025. "Exploring the Asymmetric Multifractal Dynamics of DeFi Markets," JRFM, MDPI, vol. 18(3), pages 1-28, February.
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