One Rising Ship Sinks Other Ships: Cross-Chain Negative Spillovers in Crypto Markets

By Mengzhong Ma, Te Bao, Yonggang Wen

Published 2025-09-17

Everscope rating

1531.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Linear and Non-linear Factor Models with GJR-GARCH. Problem types: Regression, Risk Management, Portfolio Optimization, Causal Inference.

arXiv:2602.23762 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.