Replication package for: State-Dependent Risk in DeFi Markets: Evidence from Impermanent Loss in Constant-Product AMMs

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

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Authors: Ignacio Ariel Del Monte, Juan José de Lucio, Miguel‐Ángel Sicilia, Sebastian Heil
DOI: 10.5281/zenodo.18792012
Cited by: 0

Abstract

First public replication release (analysis-ready data and minimal SHAP code) for the manuscript "State-Dependent Risk in DeFi Markets: Evidence from Impermanent Loss in Constant-Product AMMs".

Fields of Study & Subjects

Blockchain Technology Applications and Security Financial Markets and Investment Strategies FinTech Crowdfunding Digital Finance

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
26 February 2026
Language
EN