SSRNCrypto & DeFi
Assessing Network Risk with FRM in Cryptos
The Financial Risk Meter uses quantile-LASSO regression to identify systemic financial risk and dependencies in the crypto market, showing strong predictive abilities for future systemic risk.
Featured in No. 23 on 25 Oct 2023 · 6 days after release
- Released
- 19 Oct 2023
- First featured
- No. 23 · 25 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4606863
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).