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Capturing Tail Risks in Cryptomarkets: A New Systemic Risk Approach
Itai Barkai
, Elroi Hadad
, Tomer Shushi
, Rami Yosef
Research output
:
Contribution to journal
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Article
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peer-review
Overview
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Dive into the research topics of 'Capturing Tail Risks in Cryptomarkets: A New Systemic Risk Approach'. Together they form a unique fingerprint.
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Keyphrases
Risk-based Approach
100%
Risk Measures
100%
Tail Risk
100%
Cryptomarkets
100%
Systemic Risk
100%
Traditional Risk
60%
Litecoin
60%
Cryptocurrency
40%
Expected Shortfall
40%
Low Error
40%
Margin of Error
40%
At-risk
20%
Failure Rate
20%
Bitcoin
20%
Unique Characteristics
20%
Risk Manager
20%
Co-movement
20%
Quantitative Risk Management
20%
Daily Returns
20%
Overcomplete Representations
20%
Social Sciences
Cryptocurrency
100%
Risk Management
50%
Failure Rate
50%
Risk Managers
50%
Value at Risk
50%
Economics, Econometrics and Finance
Cryptocurrency
100%
Bitcoin
50%
Risk Management
50%