#

leverage-cycle

Here is 1 public repository matching this topic...

Paul-Engerran / DeFi-Endogenous-Fragility

Code and data for "When Volatility Masquerades as Fragility". Hourly DeFi liquidation panel and quantile local projections of ETH returns, 2021-2025.

reproducible-research ethereum cryptocurrency econometrics volatility working-paper quantile-regression replication-package defi empirical-finance tail-risk local-projections liquidations crypto-finance leverage-cycle

Updated Jul 4, 2026
Python

Improve this page

Add a description, image, and links to the leverage-cycle topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the leverage-cycle topic, visit your repo's landing page and select "manage topics."