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Author

Sameh Zarai

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Open access Oct 2026

Regime-Dependent Predictability of Cryptocurrency Distress: Nonlinear Evidence from Cross-Exchange Dynamics

The study of regime-dependent predictability of cryptocurrency market distress is examined in this paper using the dynamics of cross-exchange spread signals as an innovative early-warning tool. The research offers a three-stage econometric framework comprising: a Markov regime-switching VAR to infer endogenous bull, tr...

Tarek Sadraoui, Sameh Zarai · 0 citations

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