Tail Risk Connectedness and Systemic Volatility in the Cryptocurrency Market: Evidence from a Value-at-Risk Framework
Published: 16 July 2026| Version 5 | DOI: 10.17632/8n8npn2hpj.5
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This file provides the replication data and code for the study titled “Tail Risk Connectedness and Systemic Volatility in the Cryptocurrency Market: Evidence from a Value-at-Risk Framework.” It enables full reproduction of the empirical results reported in the paper.
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Time Series Analysis