SSRNCrypto & DeFi
Does CoVaR understate contagion? Conformal forecasts for crypto treasury companies
Conformal prediction corrects CoVaR understatement of crypto-treasury contagion by two- to fourfold, reducing simulated distress-day loss frequency from 30% to 7%.
Featured in No. 137 on 30 Oct 2026 · 6 days after release
- Released
- 24 Oct 2026
- First featured
- No. 137 · 30 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7665847
- Authors
- Lamia Sebai
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).