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Yue Wu

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Conference Open access 2026

Relationship between Bitcoin’s Tail Risk and Attention Shocks

This paper examines whether investor attention helps predict Bitcoin tail risk and whether derivatives-market conditions help transmit this relationship. Using daily data from 1 January 2021 to 1 January 2026, it combines BTC spot prices, Google Trends attention, funding rates, and liquidation data. Tail risk is descri...

Yue Wu · 0 citations

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