Related papers: Structural Change Analysis of Active Cryptocurrenc…
As emerging digital assets, NFTs are susceptible to anomalous trading behaviors due to the lack of stringent regulatory mechanisms, potentially causing economic losses. In this paper, we conduct the first systematic analysis of four…
Regulatory authorities aim to tackle illegal activities by targeting the economic incentives that drive such behaviour. This is typically achieved through the implementation of financial sanctions against the entities involved in the…
While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…
We study the information dynamics between the largest Bitcoin exchange markets during the bubble in 2017-2018. By analysing high-frequency market-microstructure observables with different information theoretic measures for dynamical…
This paper takes the development of Central bank digital currencies as a perspective, introduces it into the Baumol-Tobin money demand theoretical framework, establishes the transactional money demand model under Central bank Digital…
The open availability of the entire history of the Bitcoin transactions opens up the possibility to study this system at an unprecedented level of detail. This contribution is devoted to the analysis of the mesoscale structural properties…
There is currently an increasing demand for cryptoasset analysis tools among cryptoasset service providers, the financial industry in general, as well as across academic fields. At the moment, one can choose between commercial services or…
Blockchains and cryptocurrencies disrupted the conversion of energy into a medium of exchange. Numerous applications for blockchains and cryptocurrencies are now envisioned for purposes ranging from inventory control to banking…
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…
Cryptocurrency markets have many of the characteristics of 20th century commodities markets, making them an attractive candidate for trend following strategies. We present a decade of evidence from the infancy of bitcoin, showcasing the…
Crypto-currencies like Bitcoins are relatively recent phenomena on the online Internet landscape and an emerging force in the financial sector. While not conforming to traditional institutional practices, they are gaining increasing…
In recent literature it is claimed that BitCoin price behaves more likely to a volatile stock asset than a currency and that changes in its price are influenced by sentiment about the BitCoin system itself; in Kristoufek [10] the author…
The world of cryptocurrency is not transparent enough though it was established for innate transparent tracking of capital flows. The most contributing factor is the violation of securities laws and scam in Initial Coin Offering (ICO) which…
High-frequency financial data of the foreign exchange market (EUR/CHF, EUR/GBP, EUR/JPY, EUR/NOK, EUR/SEK, EUR/USD, NZD/USD, USD/CAD, USD/CHF, USD/JPY, USD/NOK, and USD/SEK) are analyzed by utilizing the Kullback-Leibler divergence between…
Bitcoin is the first and undoubtedly most successful cryptocurrecny to date with a market capitalization of more than 100 billion dollars. Today, Bitcoin has more than 100,000 supporting merchants and more than 3 million active users.…
In the wake of financial crises, stablecoins are gaining adoption among digital currencies. We discuss how stablecoins help reduce the volatility of cryptocurrencies by surveying different types of stablecoins and their stability…
In the framework of ab initio dynamical mean field theory for realistic electronic structure calculations a new perturbation scheme which combine the T-matrix and fluctuating exchange approximations has been proposed. This method is less…
A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…
A bibliometric literature analysis was conducted to illuminate the evolving and rapidly expanding literature in the field of cryptoeconomics. This analysis presented the emerging field's intellectual, social, and conceptual structure. The…
Blockchain technologies are considered one of the most disruptive innovations of the last decade, enabling secure decentralized trust-building. However, in recent years, with the rapid increase in the energy consumption of blockchain-based…