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Tail-risk spillovers in cryptocurrency markets
Finance Research Letters, 2021Ziyang Zhang, Qiuhua Xu
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Tail-risk interconnectedness in the Chinese insurance sector
Research in International Business and Finance, 2023Yufei Cao
exaly
Tail risk contagion between international financial markets during COVID-19 pandemic
International Review of Financial Analysis, 2021exaly
Tail risk contagion across electricity markets in crisis periods
Energy Economics, 2023Mohammad Abdullah +2 more
exaly
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Insurance: Mathematics and Economics, 2017Tiantian Mao, Jun Cai
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