SSRNCrypto & DeFi
The Systematic Risks Network of Cryptos: Shock Diffusion, Echo, and Persistence
The paper examines the relationship between the cryptomarket and financial markets, using a time-frequency connectedness framework to distinguish between temporary and persistent shocks in cryptocurrency prices.
Featured in No. 96 on 7 May 2025 · 2 days after release · 0 citations today
- Released
- 5 May 2025
- First featured
- No. 96 · 7 May 2025
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5242071
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).