International tail risk connectedness : network and determinants

von Linh Hoang Nguyen
Veröffentlicht in Journal of international financial markets, institutions & money (2021)

Investigating tail-risk dependence in the cryptocurrency markets : a LASSO quantile regression approach

von Linh Hoang Nguyen
Veröffentlicht in Journal of empirical finance (2020)

Does systematic tail risk matter?

von Stoja, Evarist
Veröffentlicht in Journal of international financial markets, institutions & money (2023)