Tail-risk spillovers in cryptocurrency marketsQiuhua Xu, Yixuan Zhang2020-02-04articleFinance research letters121 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingMarket Dynamics and VolatilityCOVID-19 Pandemic ImpactsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 121 citations exist upstream.References2014On the network topology of variance decompositions: Measuring the connectedness of financial firms2016CoVaR2004CAViaR2015Bitcoin, gold and the dollar – A GARCH volatility analysis2017Volatility estimation for Bitcoin: A comparison of GARCH models2018Portfolio diversification with virtual currency: Evidence from bitcoin2018Dynamic connectedness and integration in cryptocurrency markets2016TENET: Tail-Event driven NETwork riskCited by2021Asymmetric tail dependence between green bonds and other asset classes2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets2021Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic2022Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach2022Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis2021Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis2021COVID-19 and Tail-event Driven Network Risk in the Eurozone2022Liquidity connectedness in cryptocurrency market