Results 151 to 160 of about 44,135 (267)
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damieb Ackerer +2 more
wiley +1 more source
The Cryptocurrency Uncertainty Index
Finance Research Letters, 2021 B. Lucey +3 more
semanticscholar +1 more source
Nonlinear Dependence Structure Between BRICS Stock Markets, Gold, and Cryptocurrencies
The Manchester School, EarlyView.ABSTRACT This study aims to conduct an in‐depth analysis of the complex nonlinear dependence relationships between cryptocurrencies and gold within the stocks of BRICS countries. The study employs a GARCH‐EVT‐Vine‐Copula and wavelet coherence models to evaluate the interconnectedness, tail risk and Co‐movement pattern of these assets before and after ...
Jiale Yan
wiley +1 more source
Blockchain, Cryptocurrencies, and Distributed Organizations [PDF]
, 2021 Jorge Renato Verschoore +2 more
openalex +1 more source
Public Administration Review, EarlyView.ABSTRACT This article develops a typology of illiberal rule by identifying four distinct models of administrative transformation: neoauthoritarian, neopatrimonial, neoreactionary, and neoclientelist. Drawing on cases including Viktor Orbán, Donald Trump, Javier Milei, and Andrés Manuel López Obrador, it argues that illiberal leaders reshape ...
Michael W. Bauer
wiley +1 more source
Attention-augmented hybrid CNN-LSTM model for social media sentiment analysis in cryptocurrency investment decision-making. [PDF]
Sci RepTiwari D +4 more
europepmc +1 more source
Inducing Compliance: Shaping Audiences' Perceptions in China's Cyber Crime Enforcement
Regulation &Governance, EarlyView.ABSTRACT Through case studies in the South Pacific and an examination of Chinese sources, this article examines two dimensions of China's cybercrime enforcement beyond its borders: how it manages to repatriate cybercriminals in the absence of formal extradition agreements, and why these repatriations are surrounded by a high degree of performativity ...
Graeme Smith
wiley +1 more source
Research on the Tail Risk Spillover Effect of Cryptocurrencies and Energy Market Based on Complex Network. [PDF]
Entropy (Basel)Gong XL, Wang XT.
europepmc +1 more source
Regulation &Governance, EarlyView.ABSTRACT Trustable environments are highly appreciated for regulatory performance, but difficult to emerge. A condition for making trust work is to accept vulnerability, and this holds both for stakeholders and agencies in public governance. Trust‐related vulnerability can be understood as a dynamic perception of potential harm derived from entering ...
Jacint Jordana +1 more
wiley +1 more source
A two-stage framework for enhancing crsyptocurrency portfolio performance: Integrating credibilistic CVaR criterion with a novel asset preselection approach. [PDF]
PLoS OneGhanbari H +5 more
europepmc +1 more source