most citedASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets

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q-fin.ST2026

Do Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference

Murad Farzulla

Do cryptocurrency markets respond differently to infrastructure and regulatory shocks? We study returns and conditional variance on a shared sample of 50 events and six assets (Jan…