Stablecoin risk – a hybrid Copula-GARCH–QT framework for early warning, tail quantiles, and co-depeg dynamics

The North American Journal of Economics and Finance 2026 Open access

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Authors: Ming-Che Lee

DOI: 10.1016/j.najef.2026.102654

Cited by: 0

References: 37

Fields of Study & Subjects

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

References 37