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Paper / 2026SMQ / 276584811470295
When market boundaries weaken: Network reconfiguration and regime-dependent cross-asset spillovers
Luis Enrique Correa Rocha / Ruixue Jing
cryptocurrencies / financial networksResource overview

When market boundaries weaken: Network reconfiguration and regime-dependent cross-asset spillovers

Paper2026

by Luis Enrique Correa Rocha, Ruixue Jing

Tags
cryptocurrenciesfinancial networkssystemic risk

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  2. Expected Shortfall and Other Tail Risk Measures

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