From the 1 of 2 linked papers with an AI index.
2 papers
q-fin.PR2026
Crypto Pricing with Hidden Factors
Matthew Brigida
The paper estimates cryptocurrency risk premia using a three-pass asset pricing method that incorporates both observed market factors and hidden latent factors, and examines how se…
q-fin.PR2025
The Surprising Irrelevance of Total-Value-Locked on Cryptocurrency Returns
Matt Brigida
A common assumption in cryptocurrency markets is a positive relationship between total-value-locked (TVL) and cryptocurrency returns. To test this hypothesis we examine whether the…