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Cryptocurrency Turmoil: Unraveling the Collapse of a Unified Stablecoin (USTC) through Twitter as a Passive Sensor [PDF]
SensorsThis study sought to explore whether Twitter, as a passive sensor, could have foreseen the collapse of the Unified Stablecoin (USTC). In May 2022, in just a few days, the cryptocurrency went to near-zero valuation.
Stefano Ferretti +2 more
exaly +4 more sources
Intelligent design: stablecoins (in)stability and collateral during market turbulence [PDF]
Financial Innovation, 2023 How does stablecoin design affect market behavior during turbulent periods? Stablecoins attempt to maintain a “stable” peg to the US dollar, but do so with widely varying structural designs.
Riccardo De Blasis +3 more
doaj +2 more sources
Cross-sectional data on stablecoin characteristics [version 1; peer review: 2 approved] [PDF]
F1000Research, 2022 The article presents a dataset on the characteristics of stablecoins. Stablecoins represent a relatively young but increasingly important branch of the cryptocurrency market.
Wojciech Świder +3 more
doaj +2 more sources
Computer Science Abstractions to Help Reason About Decentralized Stablecoin Design
IEEE Access, 2023 Computer science uses abstractions as a tool for reasoning. It is no surprise that computer science might have something valuable to lend to the world of decentralized stablecoin design, as it is a “computing” problem.
Ben Charoenwong, Jonathan Reiter
exaly +3 more sources
Stablecoins As a New Word in the Cryptocurrency Market [PDF]
Финансовый журнал, 2022 In the past few years, along with the crypto assets market, a new term has appeared: stablecoins. Unlike cryptocurrencies, however, not so much research has been devoted to this topic.
Tatiana A. Gorbacheva
doaj +1 more source
Volatility Co-Movement between Bitcoin and Stablecoins: BEKK–GARCH and Copula–DCC–GARCH Approaches
Axioms, 2022 This paper aims to investigate and measure Bitcoin and the five largest stablecoin market volatilities by incorporating various range-based volatility estimators to the BEKK- GARCH and Copula-DCC-GARCH models.
Kuo-Shing Chen, Shen-Ho Chang
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On the Stability of Stablecoins
SSRN Electronic Journal, 2021 This paper investigates the volatility processes of stablecoins and their potential stochastic interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal combination for the power law exponent and the minimum value for the volatilities bending the power law.
Junttila, Juha +4 more
openaire +4 more sources
The International Journal of Financial Systems, 2023 To bring clarity to the emerging regulatory concerns, this study employs GARCH and TVP-VAR models to compare stablecoins and unbacked crypto assets' profiles and their systemic implications to the financial market. Using daily price data, it reveals that
Maulana Ahmad Rayhan Al Jausyan +1 more
doaj +1 more source
VIRTUAL ASSETS AND MONETARY POLICY
Фінансово-кредитна діяльність: проблеми теорії та практики, 2022 The emergence and spread of virtual assets worldwide are at the center of many researchers’ attention. Virtual assets began to be used for settlement, capital accumulation, and speculative income, which creates competition with state fiat money, to the ...
Oleg Makarov, Stanislav Arzhevitin
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Stablecoins – Financial Instruments with Low Volatility [PDF]
Informatică economică, 2023 The first distributed blockchain systems were used to power digital currencies (cryptocurrencies) such as Bitcoin, Litecoin, or Ethereum. The value of these cryptocurrencies is given by their supply and demand on the market, thus, giving rise to very ...
Dan-Cristian CEARNAU
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