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Episodes of market crashes have fascinated economists for centuries. Although many academics, practitioners and policy makers have studied questions related to collapsing asset price bubbles, there is little consensus yet about their causes…

Risk Management · Quantitative Finance 2008-12-15 T. Kaizoji , D. Sornette

We present an interacting-agent model of speculative activity explaining bubbles and crashes in stock markets. We describe stock markets through an infinite-range Ising model to formulate the tendency of traders getting influenced by the…

Statistical Mechanics · Physics 2009-10-31 Taisei Kaizoji

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

General Economics · Economics 2022-01-17 Luyao Zhang , Yulin Liu

Since its advent in 2009, Bitcoin, a cryptography-enabled peer-to-peer digital payment system, has been gaining increasing attention from both academia and industry. An effort designed to overcome a cluster of bottlenecks inherent in…

Cryptography and Security · Computer Science 2021-05-18 Ling Cheng , Feida Zhu , Huiwen Liu , Chunyan Miao

This article conducts a literature review on the topic of monetary policy in developing countries and focuses on the effectiveness of monetary policy in promoting economic growth and the relationship between monetary policy and economic…

General Economics · Economics 2023-03-07 Marouane Daoui

To draw a roadmap of current research activities of the blockchain community, we first conduct a brief overview of state-of-the-art blockchain surveys published in the recent 5 years. We found that those surveys are basically studying the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-02 Huawei Huang , Wei Kong , Sicong Zhou , Zibin Zheng , Song Guo

When network products and services become more valuable as their userbase grows (network effects), this tendency can become a major determinant of how they compete with each other in the market and how the market is structured. Network…

Networking and Internet Architecture · Computer Science 2021-01-18 Konstantinos Stylianou , Leonhard Spiegelberg , Maurice Herlihy , Nic Carter

Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…

General Economics · Economics 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

The financial crime landscape is evolving along with the digitization in financial services. In this context, laws and regulations cannot efficiently cope with a fast-moving industry such as finance, which translates in late adoption of…

Cryptography and Security · Computer Science 2021-07-20 Lamprini Zarpala , Fran Casino

Since the inception of Bitcoin in 2008, cryptocurrencies have played an increasing role in the world of e-commerce, but the recent turbulence in the cryptocurrency market in 2018 has raised some concerns about their stability and associated…

Methodology · Statistics 2021-04-14 Yan Gong , Raphaël Huser

In this paper, we propose a dynamical model to capture cascading failures among interconnected organizations in the global financial system. Failures can take the form of bankruptcies, defaults, and other insolvencies. The network that…

Optimization and Control · Mathematics 2023-11-13 Leonardo Stella , Dario Bauso , Franco Blanchini , Patrizio Colaneri

We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the validity of conventional grouping by industrial categories, and…

Physics and Society · Physics 2008-12-02 Woo-Sung Jung , Okyu Kwon , Taisei Kaizoji , Seungbyung Chae , Hie-Tae Moon

Digital payment schemes show an ever increasing importance. Out of the countless different schemes available this article focuses on the popular Bitcoin system. The authors provide a description of Bitcoin's unique technological basis and…

Computers and Society · Computer Science 2013-09-02 Artus Krohn-Grimberghe Christoph Sorge

An explosion of interest in Non-Fungible Tokens (NFTs) has led to the emergence of vibrant online marketplaces that enable users to buy, sell and create digital assets. Largely considered contractual representations of digital artworks,…

Information Retrieval · Computer Science 2022-09-30 Sarah Barrington

The initial purpose of the study is to search whether the market exhibits herd behaviour or not by examining the crypto-asset market in the context of behavioural finance. And the second purpose of the study is to measure whether the…

General Economics · Economics 2021-04-05 Üzeyir Aydin , Büşra Ağan , Ömer Aydin

Blockchain also known as a distributed ledger technology stores different transactions/operations in a chain of blocks in a distributed manner without needing a trusted third-party. Blockchain is proven to be immutable which helps for…

Cryptography and Security · Computer Science 2019-04-30 Danda B. Rawat , Vijay Chaudhary , Ronald Doku

In this paper we revisit some major orthodoxies which lie at the heart of the bitcoin crypto currency and its numerous clones. In particular we look at The Longest Chain Rule, the monetary supply policies and the exact mechanisms which…

Cryptography and Security · Computer Science 2014-12-11 Nicolas T. Courtois

The financial crisis of 2008, which started with an initially well-defined epicenter focused on mortgage backed securities (MBS), has been cascading into a global economic recession, whose increasing severity and uncertain duration has led…

Risk Management · Quantitative Finance 2015-05-13 Didier Sornette , Ryan Woodard

There are no solid arguments to sustain that digital currencies are the future of online payments or the disruptive technology that some of its former participants declared when used to face critiques. This paper aims to solve the…

Statistical Finance · Quantitative Finance 2018-12-03 Obryan Poyser

This research paper presents a thorough economic analysis of Bitcoin and its impact. We delve into fundamental principles, and technological evolution into a prominent decentralized digital currency. Analysing Bitcoin's economic dynamics,…

General Economics · Economics 2023-10-18 Ishmeet Matharoo