Results 51 to 60 of about 224 (173)
Financial InnovationWe provide empirical evidence supporting the economic reasoning behind the impossibility of diversification benefits and the hedge attributes of cryptocurrencies remaining in force during the downside trends observed in bearish financial markets.
Ahmed Bossman +3 more
doaj +1 more source
Mathematical Finance, Volume 36, Issue 3, Page 481-499, July 2026.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 ...
Damien Ackerer +2 more
wiley +1 more source
Stablecoins Instead of Digital Dollars?
Collection Regional Law ReviewThe Digital Dollar project was launched in the United States in 2020. The study on introducing digital central bank digital currency was primarily motivated by the need to maintain dollar hegemony and increase the speed of remittances.
Zsolt Bujtár
doaj +1 more source
How Tether Depegging Affects Cryptocurrency Returns
Accounting &Finance, Volume 66, Issue 2, Page 1101-1129, June 2026.ABSTRACT This paper examines the relationship between Tether depegging events and the returns of ten major cryptocurrencies from November 2017 to November 2024. We distinguish between upward and downward deviations from the Tether peg, identifying these events as threshold exceedances based on historical prices, using both constant parameter and ...
Sean Foley +2 more
wiley +1 more source
International Journal of Financial StudiesDigital finance is reshaping financial intermediation through platform-based credit, stablecoin-based payment and settlement arrangements, and a rapidly deepening reliance on critical third-party technology providers.
János Kálmán, András Lapsánszky
doaj +1 more source
El impacto de la volatilidad en la funcionalidad de las criptomonedas
Interconectando Saberes, 2020 A pesar de que la funcionalidad original de las criptomonedas consistía en su participación en transacciones en banca, mercados financieros y servicios gubernamentales, entre otros, la volatilidad que las caracteriza ha retrasado tanto su aceptación ...
Margarita Altamirano Vásquez +3 more
doaj +1 more source
Journal of Economic Surveys, Volume 40, Issue 1, Page 443-468, February 2026.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment
FinTechThe collapse of Silicon Valley Bank (SVB) on 11 March 2023, and the subsequent depegging of the USDC stablecoin highlighted vulnerabilities in the interconnected financial ecosystem. While prior research has explored the systemic risks of stablecoins and
Papa Ousseynou Diop +2 more
doaj +1 more source
Optimal Transport Autoregression to Forecast High‐Frequency Financial Data Distributions
Applied Stochastic Models in Business and Industry, Volume 42, Issue 1, January/February 2026.ABSTRACT In this paper, we study the properties and performance of optimal transport autoregression in modeling and forecasting high‐frequency financial data distributions. We build on a class of univariate autoregressive transport models recently proposed in the literature (Zhu and Müller) where the distributional time series dynamics is modeled ...
Paolo Pagnottoni
wiley +1 more source
Major Conundrums and Possible Solutions in DeFi Insurance
International Journal of Finance &Economics, Volume 31, Issue 1, Page 489-501, January 2026.ABSTRACT This paper empirically explores the early development of insurance projects in the decentralised finance (DeFi) industry, which is based on disruptive technologies like blockchain and smart contracts. A brief history of DeFi is narrated, stressing four risks of DeFi (volatility risk, cyberattack risk, liquidity risk, and regulation risk) and ...
Peng Zhou, Ying Zhang
wiley +1 more source