Replication package for: Prohibition, not licensing — what moves the crypto–banking risk interface in Türkiye, 2020–2025
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资源简介:
Daily panel, analysis scripts and estimated series supporting a study of crypto-to-bank risk transmission in Türkiye over a complete regulatory cycle, 2 January 2020 to 30 December 2025 (1,497 trading days). Includes rolling-window generalised forecast error variance decompositions, a frequency-domain decomposition after Baruník and Křehlík (2018), endogenous structural break estimation, a before-and-after sensitivity analysis, and an event study with cross-correlation-corrected test statistics and minimum detectable effect calculations. All series derive from publicly accessible sources; no commercial subscription is required. See README.txt for full reproduction instructions and CHANGELOG.txt for what changed between versions.
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Zenodo创建时间:
2026-08-07



