Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”

Macro-finance regime study: classify U.S. rate/inflation regimes from FRED data and compare equity/bill behavior across regimes (R). Reproducible scripts with tables/figures.

Non-linear state-space model and particle filtering framework for detecting latent liquidity stress and modeling systemic risk transitions in global financial markets.

Market-implied default risk and CDS intuition from corporate bond spreads using FRED data.

Tokenized Gold / RWA / Digital Gold Standard / Macro Finance / Tokenomics

Technical notebook and figures accompanying the Substack article “When the Curve Speaks.”