Crypto Finance & Infrastructure
Bias-corrected asset pricing, market structure, and banking contagion in cryptocurrency markets — plus the open-source data infrastructure that makes the work possible.
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2 min read
Estimating Crypto-Related Risk: Market-Based Evidence from FTX's Failure and Its Contagion on U.S. Banks
We estimate crypto-related risk for U.S. banks using historical covariance with bitcoin returns, focusing on contagion from FTX's failure.
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