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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…

密码学与安全 · 计算机科学 2024-05-15 Bretislav Hajek , Daniel Reijsbergen , Anwitaman Datta , Jussi Keppo

With market capitalization exceeding USD250 billion by mid-2025, stablecoins have evolved from a crypto-focused innovation into a vital component of the global monetary structure. This paper identifies the characteristics of stablecoins…

综合金融 · 定量金融 2025-10-14 Hongzhe Wen , Songbai Li , R. S. M. Lau , Jamie Zhang

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…

综合经济学 · 经济学 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

Stablecoins have historically depegged due from par to large sales, possibly of speculative nature, or poor reserve asset quality. Using a global game which addresses both concerns, we show that the selling pressure on stablecoin holders…

交易与市场微观结构 · 定量金融 2026-03-09 Brian Zhu

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…

综合金融 · 定量金融 2021-03-03 Ayten Kahya , Bhaskar Krishnamachari , Seokgu Yun

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…

综合金融 · 定量金融 2019-10-23 Amani Moin , Emin Gün Sirer , Kevin Sekniqi

Decentralized Finance (DeFi), in which digital assets are exchanged without trusted intermediaries, has grown rapidly in value in recent years. The global DeFi ecosystem is fragmented into multiple blockchains, fueling the demand for…

密码学与安全 · 计算机科学 2024-10-16 Daniël Reijsbergen , Bretislav Hajek , Tien Tuan Anh Dinh , Jussi Keppo , Henry F. Korth , Anwitaman Datta

The rise of Decentralized Finance ("DeFi") on the Ethereum blockchain has enabled the creation of lending platforms, which serve as marketplaces to lend and borrow digital currencies. We first categorize the activity of lending platforms…

交易与市场微观结构 · 定量金融 2022-06-08 Michael Darlin , Georgios Palaiokrassas , Leandros Tassiulas

Stablecoins have emerged as a significant component of global financial infrastructure, with aggregate market capitalization surpassing USD250 billion in 2025. Their increasing integration into payment and settlement systems has…

风险管理 · 定量金融 2025-10-14 Hongzhe Wen , R. S. M. Lau

Our study provides a survey on how existing stablecoins-- cryptocurrencies aiming at price stabilization-- peg their value to other assets, from the perspective of Decentralized Payment Systems (DPSs). This attempt is important because…

密码学与安全 · 计算机科学 2020-06-23 Makiko Mita , Kensuke Ito , Shohei Ohsawa , Hideyuki Tanaka

Persistent financial frictions - including price volatility, constrained credit access, and supply chain inefficiencies - have long hindered productivity and welfare in the global agricultural sector. This paper provides a theoretical and…

综合经济学 · 经济学 2025-07-22 Xinyu Li

This paper investigates systemic risk transmission across stablecoin markets using Quantile Vector Autoregression (QVAR). Analyzing eight major stablecoins with day data coverage from 2021 to 2025, supplemented by minute-level event studies…

综合经济学 · 经济学 2026-02-24 Wenbin Wu , Can Liu

Stablecoins are a class of cryptocurrencies which aim at providing consistency and predictability, typically by pegging the token's value to that of a real world asset. Designing resilient decentralized stablecoins is a challenge, and…

计算机科学与博弈论 · 计算机科学 2024-10-30 Nicholas Strohmeyer , Sriram Vishwanath , David Fridovich-Keil

Stablecoins have become a foundational component of the digital asset ecosystem, with their market capitalization exceeding 230 billion USD as of May 2025. As fiat-referenced and programmable assets, stablecoins provide low-latency,…

综合经济学 · 经济学 2025-08-07 Luyao Zhang

Decentralized finance (DeFi) lacks centralized oversight, often resulting in heightened volatility. In contrast, centralized finance (CeFi) offers a more stable environment with institutional safeguards. Institutional backing can play a…

计算金融 · 定量金融 2025-12-23 Ihlas Sovbetov

The price volatility of cryptocurrencies is often cited as a major hindrance to their wide-scale adoption. Consequently, during the last two years, multiple so called stablecoins have surfaced---cryptocurrencies focused on maintaining…

Stablecoins, with a capitalization exceeding 200 billion USD as of January 2025, have shown significant growth, with annual transaction volumes exceeding 10 trillion dollars in 2023 and nearly doubling that figure in 2024. This exceptional…

综合经济学 · 经济学 2025-07-21 Ahmed Mahrous , Maurantonio Caprolu , Roberto Di Pietro

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…

风险管理 · 定量金融 2024-02-29 Zhenbang Feng , Hardhik Mohanty , Bhaskar Krishnamachari

Stablecoins, which are primarily intended to function as a global reserve of value are insubstantial in their design and present many failure points. The primary mechanism to enable these coins to hold on to a fixed value is by backing them…

计算机科学与博弈论 · 计算机科学 2024-09-01 Souradeep Das , Revathi Venkataraman

We develop a model of stable assets, including non-custodial stablecoins backed by cryptocurrencies. Such stablecoins are popular methods for bootstrapping price stability within public blockchain settings. We derive fundamental results…

交易与市场微观结构 · 定量金融 2023-03-31 Ariah Klages-Mundt , Andreea Minca
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