Results 31 to 40 of about 22,136 (206)
Hedging cryptocurrency options [PDF]
Review of Derivatives Research, 2021 AbstractThe cryptocurrency market is volatile, non-stationary and non-continuous. Together with liquid derivatives markets, this poses a unique opportunity to study risk management, especially the hedging of options, in a turbulent market. We study the hedge behaviour and effectiveness for the class of affine jump diffusion models and infinite activity
Jovanka Lili Matic +2 more
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Cryptocurrency Risks, Fraud Cases, and Financial Performance
Risks, 2023 In this study, we examine major cryptocurrencies, present notable fraud cases, describe fraud risks, and analyze cryptocurrency financial performance.
David S. Kerr +3 more
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Cryptocurrencies: The Dawn of a New Age
Ramanujan International Journal of Business and Research, 2018 Cryptocurrencies have gained relevance in today's economic forum with the advent of technology and computing. Cryptocurrencies are a form of decentralized digital currency which has created a niche of investors all around the globe.
Mr. Piyush Thukral
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SAGE Open, 2020 Previous studies have shown that cryptocurrencies could hedge equities. However, most of those studies did not take into account the recent cryptocurrencies bubbles in 2018 and domestic currencies.
Didik Susilo +4 more
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CRYPTOCURRENCY AS MONEY: Islamic Monetary System Perspective
Al-Tahrir, 2022 The existence of cryptocurrencies that have emerged and developed since the last decade is still a debate, both in terms of function, regulation and compliance with Islamic economic principles.
Luhur Prasetiyo, Unun Roudlotul Janah
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Cryptocurrencies and entrepreneurial finance
, 2020 This chapter explores how cryptocurrencies and the underlying blockchain technology affect entrepreneurship, by providing an overview on the initial coin offerings (ICO) phenomenon and outlining its advantages and risks.
Bellavitis, Cristiano +5 more
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The Consensus Number of a Cryptocurrency [PDF]
Proceedings of the 2019 ACM Symposium on Principles of Distributed Computing, 2019 AbstractMany blockchain-based algorithms, such as Bitcoin, implement a decentralized asset transfer system, often referred to as a cryptocurrency. As stated in the original paper by Nakamoto, at the heart of these systems lies the problem of preventing double-spending; this is usually solved by achieving consensus on the order of transfers among the ...
Rachid Guerraoui +4 more
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, 2023 Cryptocurrency, also known as virtual currency, digital currency, decentralized currency, or crypto money, is an innovative technology that challenges conventional financial systems and offers a new means of financial exchange and investment. It is an alternative currency that utilizes blockchain technology and cryptography to facilitate secure and ...
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Time Series Clustering of Bitcoin and other Cryptocurrencies based on Consensus Protocols [PDF]
International Journal of New Political Economy, 2021 In cryptocurrencies, consensus protocols are considered as one of the fundamental differences in the mechanism of their creation. The purpose of this paper is time series clustering of daily prices of cryptocurrencies during 2015 to 2020 using time ...
Mohammadkazem Sadeghian +2 more
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GARCH Modeling of Cryptocurrencies [PDF]
SSRN Electronic Journal, 2017 With the exception of Bitcoin, there appears to be little or no literature on GARCH modelling of cryptocurrencies. This paper provides the first GARCH modelling of the seven most popular cryptocurrencies. Twelve GARCH models are fitted to each cryptocurrency, and their fits are assessed in terms of five criteria.
Chu, Jeffrey +3 more
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