Quantifying systemic risk in the cryptocurrency market: A sectoral analysis
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DOI: 10.1016/j.frl.2023.104586
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More about this item
Keywords
Systemic risk; Cryptocurrency market sectors; Component expected shortfall;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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