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Paper / 2026SMQ / 218046826594293
Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers
Bernhard Haslhofer / Burkhard Raunig / Christos Makridis / Esther Segalla / Michael Sigmund / Pietro Saggese
cryptocurrencies / financial stabilityResource overview

Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers

Paper2026

by Bernhard Haslhofer, Burkhard Raunig, Christos Makridis, Esther Segalla, Michael Sigmund, Pietro Saggese

Tags
cryptocurrenciesfinancial stability

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  1. Random Variables and Distributions

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  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

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