Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis / Financial Risk Meter for Cryptocurrencies and Tail-Risk Network Based Portfolio Construction

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Authors: Ren R, Althof M, Härdle WK

Journal title: The Singapore Economic Review

Journal publisher: World Scientific

Published year: 2022

DOI identifier: 10.2139/ssrn.3753421

ISSN: 1793-6837