Quantitative Finance
Volume 22, 2022 - Issue 9
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Research Papers
Vulnerability-CoVaR: investigating the crypto-market
Martin Waltz† Institute of Transportation Economics, Technische Universität Dresden, Dresden, Saxony01062, GermanyCorrespondence[email protected]
https://orcid.org/0000-0001-5205-384X
Abhay Kumar Singh‡ Department of Applied Finance, Macquarie Business School, Macquarie University, Sydney, NSW2109, Australia
https://orcid.org/0000-0002-3783-6325
Ostap Okhrin† Institute of Transportation Economics, Technische Universität Dresden, Dresden, Saxony01062, Germany
https://orcid.org/0000-0002-8909-4861
Pages 1731-1745
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Received 21 Dec 2021, Accepted 01 Apr 2022, Published online: 02 May 2022
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