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The instability of historical risk factor correlations renders their use in estimating portfolio risk extremely questionable. In periods of market stress correlations of risk factors have a tendency to quickly go well beyond estimated…

Adaptation and Self-Organizing Systems · Physics 2008-12-10 Vineer Bhansali , Mark B. Wise

We study the time dependent cross correlations of stock returns, i.e. we measure the correlation as the function of the time shift between pairs of stock return time series using tick-by-tick data. We find a weak but significant effect…

Statistical Mechanics · Physics 2009-11-07 L. Kullmann , J. Kertesz , K. Kaski

The aim of this paper is to analyse the Bitcoin in order to shed some light on its nature and behaviour. We select 9 cryptocurrencies that account for almost 75\% of total market capitalisation and compare their evolution with that of a…

Statistical Finance · Quantitative Finance 2023-09-08 Esther Cabezas-Rivas , Felipe Sánchez-Coll , Isaac Tormo-Xaixo

Stablecoins promise to bridge fiat currencies with the world of cryptocurrencies. They provide a way for users to take advantage of the benefits of digital currencies, such as ability to transfer assets over the internet, provide assurance…

General Finance · Quantitative Finance 2019-10-23 Amani Moin , Emin Gün Sirer , Kevin Sekniqi

This paper examines the determinants of the volatility of futures prices and basis for three commodities: gold, oil and bitcoin -- often dubbed solid, liquid and digital gold -- by using contract-by-contract analysis which has been…

Risk Management · Quantitative Finance 2022-07-19 Toshiko Matsui , Ali Al-Ali , William J. Knottenbelt

Stablecoins - crypto tokens whose value is pegged to a real-world asset such as the US Dollar - are an important component of the DeFi ecosystem as they mitigate the impact of token price volatility. In crypto-backed stablecoins, the peg is…

Cryptography and Security · Computer Science 2024-05-15 Bretislav Hajek , Daniel Reijsbergen , Anwitaman Datta , Jussi Keppo

The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the fluctuations at different magnitudes have unique…

Statistical Finance · Quantitative Finance 2018-03-14 Longfeng Zhao , Wei Li , Andrea Fenu , Boris Podobnik , Yougui Wang , H. Eugene Stanley

This paper examines the interdependence between green financial instruments, represented by green bonds and green stocks, and a set of major conventional assets, such as Treasury, investment-grade and high-yield corporate bonds, general…

Numerical Analysis · Mathematics 2024-10-22 Roman Ferrer , Rafael Benitez , Vicente J. Bolos

We propose an algorithm to capture emergent patterns in the cross-correlations of financial markets, highlighting regime changes on a global scale. In our approach, financial markets are viewed as complex adaptive systems, and multiscale…

General Economics · Economics 2024-09-02 Marina Dolfin , George Kapetanios , Leone Leonida , Jose De Leon Miranda

Cryptocurrencies have become a popular and widely researched topic of interest in recent years for investors and scholars. In order to make informed investment decisions, it is essential to comprehend the factors that impact cryptocurrency…

Statistical Finance · Quantitative Finance 2023-08-21 Abdulrezzak Zekiye , Semih Utku , Fadi Amroush , Oznur Ozkasap

This paper provides an innovative perspective on the role of gold as a hedge and safe haven. We use a quantile-on-quantile regression approach to capture the dependence structure between gold returns and changes in uncertainty under…

Risk Management · Quantitative Finance 2018-06-21 Jamal Bouoiyour , Refk Selmi , Mark Wohar

We discuss numerous justifications for why crypto-currencies would be highly conducive for the smooth functioning of today's society. We provide several comparisons between cryptocurrencies issued by blockchain projects, crypto, and…

General Economics · Economics 2023-07-18 Ravi Kashyap

Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…

Methodology · Statistics 2021-09-28 Xin Chen , Dan Yang , Yan Xu , Yin Xia , Dong Wang , Haipeng Shen

Providing optimal portfolio selection for investors has always been one of the hot topics in academia. In view of the traditional portfolio model could not adapt to the actual capital market and can provide erroneous results. This paper…

Portfolio Management · Quantitative Finance 2024-11-26 Yong Li

We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in…

Statistical Finance · Quantitative Finance 2010-08-25 M. Tumminello , F. Lillo , R. N. Mantegna

Cryptocurrencies are highly volatile financial instruments with more and more new retail investors joining the scene with each passing day. Bitcoin has always proved to determine in which way the rest of the cryptocurrency market is headed…

Statistical Finance · Quantitative Finance 2024-11-22 Rahul Arulkumaran , Suyash Kumar , Shikha Tomar , Manideep Gongalla , Harshitha

Recently, the notion of cryptocurrencies has come to the fore of public interest. These assets that exist only in electronic form, with no underlying value, offer the owners some protection from tracking or seizure by government or…

Mathematical Finance · Quantitative Finance 2018-05-09 Carey Caginalp

Gold and bitcoin are not new to us, but with limited cash and time, given only the past stream of the daily price of gold and bitcoin, it is a kind of new problem for us to develop a certain model and determine the best strategy to get the…

Other Computer Science · Computer Science 2022-09-09 Yueying Ma , Yan Mi , Yujing Bian

Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…

Statistical Finance · Quantitative Finance 2022-11-03 Mostafa Shabani , Martin Magris , George Tzagkarakis , Juho Kanniainen , Alexandros Iosifidis

Cryptocurrency network analysis consists of applying the tools and methods of social network analysis to transactional data issued from cryptocurrencies. The main difference with most online social networks is that users do not exchange…

Social and Information Networks · Computer Science 2025-02-06 Natkamon Tovanich , Célestin Coquidé , Rémy Cazabet
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