Supplemental material
Quantitative Finance
Volume 22, 2022 - Issue 9
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
https://orcid.org/0000-0001-5205-384X, Abhay Kumar Singh‡ Department of Applied Finance, Macquarie Business School, Macquarie University, Sydney, NSW2109, Australiahttps://orcid.org/0000-0002-3783-6325
https://orcid.org/0000-0002-3783-6325 & Ostap Okhrin† Institute of Transportation Economics, Technische Universität Dresden, Dresden, Saxony01062, Germanyhttps://orcid.org/0000-0002-8909-4861
https://orcid.org/0000-0002-8909-4861