Results 51 to 60 of about 23,058 (256)
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
CERIL report 2023-3 on crypto-assets in restructuring and insolvency
, 2023 CERIL finds that, as a result of the complexity of the crypto-market and its rapid evolution, there is a lack of clarity as to whether insolvent crypto-asset service providers, in particular crypto custodians, should be governed by the European ...
Moffatt, P, Skauradszun, D
core
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the impact of regulatory controls on Bitcoin's excess returns and volatility. The paper innovates by proxying changes in the regulatory environment using global Google search volume intensity data. The generated regulatory indices accurately identify episodes of regulatory tightening within cryptocurrency markets.
Robert Mullings
wiley +1 more source
Modeling Soft Analytical Side-Channel Attacks from a Coding Theory Viewpoint
Transactions on Cryptographic Hardware and Embedded Systems, 2020 One important open question in side-channel analysis is to find out whether all the leakage samples in an implementation can be exploited by an adversary, as suggested by masking security proofs.
Qian Guo +3 more
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
wiley +1 more source
First Draft of Crypto-Asset Regulation (MiCA) with the European Union and Potential Implementation
, 2021 This article focuses on the very first working draft of new crypto-asset regulation within the European Union. The primary aim of this article is to evaluate the newly defined institutes in the draft and confirm or disprove the hypothesis that this new ...
Bočánek, Marek, Marek Bočánek
core +2 more sources
Optimizing Implementations of Lightweight Building Blocks
IACR Transactions on Symmetric Cryptology, 2017 We study the synthesis of small functions used as building blocks in lightweight cryptographic designs in terms of hardware implementations. This phase most notably appears during the ASIC implementation of cryptographic primitives.
Jérémy Jean +3 more
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley +1 more source
TEDT, a Leakage-Resist AEAD Mode for High Physical Security Applications
Transactions on Cryptographic Hardware and Embedded Systems, 2019 We propose TEDT, a new Authenticated Encryption with Associated Data (AEAD) mode leveraging Tweakable Block Ciphers (TBCs). TEDT provides the following features: (i) It offers full leakage-resistance, that is, it limits the exploitability of physical ...
Francesco Berti +4 more
doaj +1 more source
Taxonomic reappraisal of the mangrove genus Avicennia (Acanthaceae) in India
Nordic Journal of Botany, EarlyView.A taxonomic reappraisal of the mangrove genus Avicennia in India was undertaken through extensive field surveys and critical examination of herbarium specimens. Three taxa, Avicennia alba, Avicennia marina subsp. marina, and Avicennia officinalis, are described in detail. A synonymic list was compiled using the World Checklist of Vascular Plants (WCVP)
Subrata Mondal, Saikat Naskar
wiley +1 more source