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q-fin.RM2025
Time-Varying Volatility of Bank Betas
Matt Brigida
Research has shown banks match interest income and expense betas, and thereby obtain net interest income margins which are insensitive to changes in short-term interest rates. The…
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…
q-fin.GN2025
Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis
Matt Brigida, Kathleen Maceyka
In this analysis we determine factors driving the cross-sectional variation in uninsured deposits during the interest rate raising cycle of 2022 to 2023. The goal of our analysis i…