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...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2024
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/skbi/40 https://ink.library.smu.edu.sg/context/skbi/article/1039/viewcontent/SSRN_id4308825.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |