Replication package for The Mechanics of a Depeg: Contract-State Evidence on Stablecoin Stabilization under Liquidity Stress and Crypto-Market Fluctuations
Year: 2026
Type: dataset
Abstract: Replication dataset and code for a study of stablecoin depegs. The package contains a balanced hourly panel of 12 U.S. dollar stablecoins spanning 8,112 hours from September 28, 2025, to August 31, 2026. Prices are measured in USDC, mostly as fee-free on-chain spot prices read at a fixed block each hour. The analytic panel contains no missing or imputed hours. The package includes standardized inputs, collection and analysis scripts, the analysis plan with its cryptographic hash and dated amendment log, the allocation of months to exploration and held-out testing, result files, and scripts used to produce the tables and figures. RQ1–RQ3 choices were fixed before outcomes were known, apart from dated amendments. For RQ4, the primary specification was selected after inspecting the held-out results. The multiple-testing correction covers all 38 held-out tests but does not fully remove the effects of this selection. Raw CoinGecko series are not redistributed. Request parameters and file hashes are provided to document their retrieval. See README.md for the package structure and reproduction instructions.
Author: YILDIRIM, Arif
Institution: Çanakkale Onsekiz Mart Üniversitesi
Language: English
Subfield: Information Systems
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7220449090