Cross-exchange crypto risk: A high-frequency dynamic network perspective

Cross-exchange crypto trading presents inherent risks, particularly for centralized exchanges. Investors observe exacerbating crypto volatility and counterparty risk and would like to quantify these elements of crypto trades. The multiple exchanges require a multivariate view on the structures of ri...

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Main Authors: WANG, Yifu, LU, Wanbo, LIU, Min-Bin, REN, Rui, HARDLE, Wolfgang Karl
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2024
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在線閱讀:https://ink.library.smu.edu.sg/skbi/40
https://ink.library.smu.edu.sg/context/skbi/article/1039/viewcontent/SSRN_id4308825.pdf
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機構: Singapore Management University
語言: English