Conditional Tail-Risk in Cryptocurrency MarketsNicola Borri2018-01-01articleJournal of Empirical Finance384 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesRisk and Portfolio OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 384 citations exist upstream.References1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2016CoVaR2016Measuring Systemic Risk2017SRISK: A conditional capital shortfall measure of systemic risk2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks2018Price manipulation in the Bitcoin ecosystem2012Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaRCited by2023A systematic literature review of investor behavior in the cryptocurrency markets2018Risks and Returns of Cryptocurrency2019The relationship between the economic policy uncertainty and the cryptocurrency market2021Downside risk and the cross-section of cryptocurrency returns2021Investor attention in cryptocurrency markets2020Tail-risk spillovers in cryptocurrency markets2019Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis