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tail-risk-dynamics

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Paul-Engerran / DeFi-Endogenous-Fragility

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Quantile Local Projections linking DeFi liquidation shocks to ETH tail risk. Empirical evidence for endogenous market fragility (2021-2025)

crypto research replication ethereum cryptocurrency research-project empirical leverage quantile-regression empirical-research local-projection defi empirical-finance tail-risk reasearch-papers liquidations tail-risk-dynamics crypto-finance leverage-cycle
  • Updated Mar 30, 2026
  • Jupyter Notebook

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