Replication package for "Institutionalization Without Integration: Bitcoin After the Spot ETF"

Data and R code to reproduce all empirical results, tables, and figures in the paper "Institutionalization Without Integration: Bitcoin After the Spot ETF" (manuscript IREF-D-26-02471, International Review of Economics and Finance). Includes the daily market dataset (Bitcoin, S&P 500, Gold, VIX, and auxiliary series, 2020-2025), a data dictionary, a self-contained R Markdown analysis script (TVP-VAR frequency connectedness, regime detection, safe-haven and threshold analyses, placebo and bootstrap procedures, and a supplementary portfolio exercise), and the reference output tables and figures.