@article{soni2026regime,
	author = {Soni, Anchal and Deb, Soudeep and Das, Debojyoti},
	title = {{Regime-Dependent Value-at-Risk and Risk Spillovers in Multivariate Cryptocurrency Markets}},
	journal = {Applied Stochastic Models in Business and Industry},
	volume = {42},
	number = {6},
	pages = {e70140},
	doi = {https://doi.org/10.1002/asmb.70140},
	url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/asmb.70140},
	year = {2026}
}