RePEcCrypto & DeFi
Regime-Dependent Dependence: Cryptocurrencies and Traditional Assets Under Structural Breaks
The study proposes a multi-stage method combining neural networks and copulas to detect regime changes and finds cryptocurrency dependence with traditional assets increases sharply during crises.
Featured in No. 135 on 16 Oct 2026 · 4 days after release
- Released
- 12 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:hal:journl:hal-05752791
- Authors
- Virginie Terraza and Aslı Boru İpek
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).