Results 21 to 30 of about 1,033 (198)

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
doaj   +1 more source

On the development of Crypto Industry of Japan [PDF]

Восточная Азия: факты и аналитика, 2022
Discussions around the essence, status and prospects of such a phenomenon as cryptocurrency have been conducted by scientists and practitioners around the world for more than ten years.
Gorchakova T.E.
doaj   +1 more source

On the response of the global crypto companies to the sanctions against Russian crypto investors [PDF]

Восточная Азия: факты и аналитика, 2022
A couple of years ago cryptocurrencies were the lot of enthusiasts. Having an electronic wallet with a few thousand bitcoins was not perceived as a sign of wealth or even prosperity, and the tokens were worth almost nothing.
Gorchakova T.E.
doaj   +1 more source

Regulating Crypto Assets: Understanding Stablecoins and Unbacked Crypto Assets Systemic Implication on the Financial Market

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, Obed Juan Benito   +1 more
doaj   +1 more source

On the role of stablecoins in cryptoasset pricing dynamics

Financial Innovation, 2022
We examine the interactions between stablecoins, Bitcoin, and a basket of altcoins to uncover whether stablecoins represent the investors’ demand for trading and investing into cryptoassets or rather play a role as boosting mechanisms during ...
Ladislav Kristoufek
doaj   +1 more source

Evolution and Financial Implications of Stablecoins – A Literature Review [PDF]

SHS Web of Conferences
The market size of stablecoins, as an important tool to connect traditional finance and digital assets, is also expanding and has reached a considerable scale.
Su Zeyang
doaj   +1 more source

Stablecoins

Realidad Empresarial, 2022
No hay resúmenes disponibles. Realidad Empresarial No. 12, 2022: 2-7.
openaire   +2 more sources

Optimization and Diversification of Cryptocurrency Portfolios: A Composite Copula-Based Approach

Applied Sciences, 2022
This paper focuses on the selection and optimisation of a cryptoasset portfolio, using the K-means clustering algorithm and GARCH C-Vine copula model combined with the differential evolution algorithm.
Herve M. Tenkam, Jules C. Mba, Sutene M. Mwambi   +2 more
doaj   +1 more source

Stablecoins and their risks to financial stability

, 2022
The market for fiat-referenced cryptoassets, commonly known as stablecoins, has expanded rapidly in recent years alongside the growth of the cryptoasset ecosystem.
MacDonald, Cameron, Zhao, Laura
core   +1 more source

Digital Currencies of Central Banks (CBDC): Advantages and Disadvantages [PDF]

Financial Markets, Institutions and Risks, 2023
During the Covid-19 pandemic, there has been a rapid shift from offline global transaction models to digital payment models, along with increased interest in the development of Central Bank Digital Currencies (CBDCs) in various countries.
Anatoliy Guley, Artem Koldovskyi
doaj   +1 more source