The possible presence of malware within Bitcoin's blockchain was confirmed by the aforementioned paper entitled A Quantitative Analysis of the Impact of Arbitrary Blockchain Content on Bitcoin.
Although the suspicious software detected within the blockchain by the researchers did not represent effective malware and therefore does not pose a real threat to data integrity, it nevertheless represents potential annoyances for users, as the installed antivirus software could prevent access to important blockchain files following the detection of suspicious signatures.
However, the possibility of exploiting the peculiar characteristics of the blockchain as an attack vector for spreading real malware was verified by a recently published paper, entitled Developing a K-ary Malware Using Blockchain, by Joanna Moubarak, Eric Filiol, and Maroun Chamoun...