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Revisiting Volatility Tail Codependency in Cryptocurrency Markets

  • Author
  • João Pedro Malim Franco
  • Co-authors
  • Pedro Luiz Paolino Chaim
  • Abstract
  • Keywords
  • Bitcoin, Cryptocurrencies, Tail-Risk, Safe Haven, CoVaR
  • Modality
  • Pôster
  • Subject Area
  • ESTE 2023
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Reference

FRANCO, João Pedro Malim; CHAIM, Pedro Luiz Paolino. Revisiting Volatility Tail Codependency in Cryptocurrency Markets. In: ESTE 2023 - Hotel Torres da Cachoeira, 2023. Available in: <https://doity.com.br/anais/este-2023/trabalho/291806>. Available in: 18/11/2024 at 00:18

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