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Cryptocurrencies have garnered much attention in recent years, both from the academic community and industry. One interesting aspect of cryptocurrencies is their explicit consideration of incentives at the protocol level. Understanding how…

Cryptography and Security · Computer Science 2020-02-24 Sarah Azouvi , Alexander Hicks

The internet era has generated a requirement for low cost, anonymous and rapidly verifiable transactions to be used for online barter, and fast settling money have emerged as a consequence. For the most part, e-money has fulfilled this…

Cryptography and Security · Computer Science 2015-08-19 Gareth W. Peters , Efstathios Panayi , Ariane Chapelle

Tokenised money encompasses a broad range of digital monetary instruments issued on distributed ledger technology, including Central Bank Digital Currencys (CBDCs), deposit tokens, stablecoins, and decentralised protocol-based designs.…

General Economics · Economics 2026-01-14 Thomas Ankenbrand , Denis Bieri , Stefano Ferrazzini , Johannes Hoehener

Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain, technology to enable a secure transaction. Although the technology is widely misunderstood, many central banks are considering launching their own…

Computational Finance · Quantitative Finance 2020-07-30 Wolfgang Karl Härdle , Campbell R. Harvey , Raphael C. G. Reule

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

With the advent of decentralised digital currencies powered by blockchain technology, a new era of peer-to-peer transactions has commenced. The rapid growth of the cryptocurrency economy has led to increased use of transaction-enabling…

Cryptography and Security · Computer Science 2025-11-05 Yimika Erinle , Yathin Kethepalli , Yebo Feng , Jiahua Xu

Cryptocurrency exchanges are frequently targeted and compromised by cyber-attacks, which may lead to significant losses for the depositors and closure of the affected exchanges. These risks threaten the viability of the entire public…

Cryptography and Security · Computer Science 2019-04-23 Benjamin Johnson , Aron Laszka , Jens Grossklags , Tyler Moore

Blockchain technology relies on decentralization to resist faults and attacks while operating without trusted intermediaries. Although industry experts have touted decentralization as central to their promise and disruptive potential, it is…

Cryptography and Security · Computer Science 2025-06-04 Harang Ju , Ehsan Valavi , Madhav Kumar , Sinan Aral

Cryptocurrencies have evolved into an important asset class, providing a variety of benefits. However, they also present significant risks, such as market volatility and the potential for misuse in illegal activities. These risks underline…

Computers and Society · Computer Science 2024-07-02 Xihan Xiong , Junliang Luo

Cryptocurrency is a novel exploration of a form of currency that proposes a decentralized electronic payment scheme based on blockchain technology and cryptographic theory. While cryptocurrency has the security characteristics of being…

Cryptography and Security · Computer Science 2025-03-31 Zekai Liu , Xiaoqi Li

Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…

Computational Engineering, Finance, and Science · Computer Science 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

Two taxonomies of money that include cryptocurrencies are analyzed. A definition of the term cryptocurrency is given and a taxonomy of them is presented, based on how its price is fixed. The characteristics of the use of current fiat money…

General Finance · Quantitative Finance 2020-02-21 Jorge Barrera

Crypto-assets are a main segment of electronic markets, with growing trade volume and market share, yet there's no unified and comprehensive asset level taxonomy framework. This paper develops a multidimensional taxonomy for crypto-assets…

Cryptography and Security · Computer Science 2026-02-06 Xiao Zhang , Juan Ignacio Ibañez , Jiahua Xu

Cryptocurrencies and blockchain networks have attracted tremendous attention from their volatile price movements and the promise of decentralization. However, most projects run on business narratives with no way to test and verify their…

Multiagent Systems · Computer Science 2019-07-02 Zixuan Zhang

We develop an analysis of the cryptocurrency market borrowing methods and concepts from ecology. This approach makes it possible to identify specific diversity patterns and their variation, in close analogy with ecological systems, and to…

Statistical Finance · Quantitative Finance 2022-07-22 Edgardo Brigatti , Estevan Augusto Amazonas Mendes

This paper is concerned with the stability of shares in a cryptocurrency where the new coins are issued according to the Proof of Stake protocol. We identify large, medium and small investors under various rewarding schemes, and show that…

General Economics · Economics 2022-06-07 Wenpin Tang

Blockchain technology has been attracting much attention from both academia and industry. It brings many benefits to various applications like Internet of Things. However, there are critical issues to be addressed before its widespread…

Cryptography and Security · Computer Science 2020-09-15 Hongyue Kang , Xiaolin Chang , Jelena Mišić , Vojislav B. Mišić , Yingying Yao , Zhi Chen

Extreme volatility, nonlinear dependencies, and systemic fragility are characteristics of cryptocurrency markets. The assumptions of normality and centralized control in traditional financial risk models frequently cause them to miss these…

Risk Management · Quantitative Finance 2025-07-15 Kiarash Firouzi

In decentralized finance (DeFi), stablecoins like DAI are designed to offer a stable value amidst the fluctuating nature of cryptocurrencies. We examine the class of crypto-backed stable derivatives, with a focus on mechanisms for price…

Risk Management · Quantitative Finance 2024-02-29 Zhenbang Feng , Hardhik Mohanty , Bhaskar Krishnamachari

This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours and apply a recently proposed turning point algorithm to…

Statistical Finance · Quantitative Finance 2022-11-15 Nick James , Max Menzies