[Code Repository] Infrastructure vs Regulatory Shocks: Asymmetric Volatility Response in Cryptocurrency Markets

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

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Authors: Murad Farzulla
DOI: 10.5281/zenodo.18203138
Cited by: 0

Abstract

Event study framework for analyzing cryptocurrency liquidity responses to infrastructure vs regulatory events. Implements TARCH-X models, cumulative abnormal return analysis, and sentiment-liquidity interaction effects.

Publication details

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