%0 Journal Article %1 Waltz2022-vy %A Waltz, Martin %A Kumar Singh, Abhay %A Okhrin, Ostap %D 2022 %I Informa UK Limited %J Quant. Finance %K %N 9 %P 1731--1745 %T Vulnerability-CoVaR: investigating the crypto-market %V 22

@article{Waltz2022-vy, added-at = {2024-09-10T11:56:37.000+0200}, author = {Waltz, Martin and Kumar Singh, Abhay and Okhrin, Ostap}, biburl = {https://puma.scadsai.uni-leipzig.de/bibtex/28de487b9f1a854befac7a846f56800af/scadsfct}, copyright = {http://creativecommons.org/licenses/by/4.0/}, interhash = {c3cdfe918a5b85cc604a86b4f09df474}, intrahash = {8de487b9f1a854befac7a846f56800af}, journal = {Quant. Finance}, keywords = {}, language = {en}, month = sep, number = 9, pages = {1731--1745}, publisher = {Informa UK Limited}, timestamp = {2024-09-10T15:15:57.000+0200}, title = {{Vulnerability-CoVaR}: investigating the crypto-market}, volume = 22, year = 2022 }