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Tail risk intersection between tech-tokens and tech-stocks · Study

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ArticleTail risk intersection between tech-tokens and tech-stocks

Mohammad Abdullah2024

Article2024

Tail risk intersection between tech-tokens and tech-stocks

Mohammad Abdullah · Provash Kumer Sarker · Emmanuel Joel Aikins Abakah · Aviral Kumar Tiwari · Mohd Ziaur Rehman

17 citations·0/0 files stored·Global Finance Journal

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Efficient Tests for an Autoregressive Unit Root 1959Portfolio Selection: Efficient Diversification of Investments 1996Impulse response analysis in nonlinear multivariate models 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2001Extreme Correlation of International Equity Markets 2004CAViaR

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Details

Year2024

Typearticle

Published2024-05-10

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations17

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.gfj.2024.100989

openalex_workW4396814844

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