Modifying (M)CoVaR and constructing tail risk networks through analytic higher-order moments: Evidence from the global forex markets

• Arief Hakim,

  Roles Data curation, Formal analysis, Methodology, Software, Writing – original draft, Writing – review & editing

  Affiliation Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Bandung, Indonesia

  https://orcid.org/0000-0001-6675-1040

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• A. N. M. Salman,

  Roles Funding acquisition, Project administration, Resources, Supervision

  Affiliation Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Bandung, Indonesia

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• Yeva Ashari,

  Roles Validation, Visualization

  Affiliation Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Bandung, Indonesia

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• Khreshna Syuhada

  Roles Conceptualization, Funding acquisition, Methodology, Project administration, Supervision, Writing – review & editing

  * E-mail: khreshna@itb.ac.id

  Affiliation Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Bandung, Indonesia

  https://orcid.org/0000-0003-3972-1131

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