[Code Repository] ASRI: Aggregated Systemic Risk Index for Cryptocurrency Markets

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

Read full text
Authors: Murad Farzulla
DOI: 10.5281/zenodo.18203130
Cited by: 0

Abstract

Python implementation of the Aggregated Systemic Risk Index (ASRI) for measuring interconnected contagion dynamics in cryptocurrency markets. Includes rolling window calculations, networkx-based correlation analysis, and visualization tools.

Fields of Study & Subjects

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Banking stability regulation efficiency

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
9 January 2026