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Governmental taxation of households choosing between a national currency and a cryptocurrency
Wang, Guizhou; Hausken, Kjell - In: Games 12 (2021) 2, pp. 1-24
A game between a representative household and a government was analyzed. The household chose which fractions of two currencies to hold, e.g., a national currency such as a Central Bank Digital Currency (CBDC) and a global currency such as Bitcoin or Facebook's Diem, and chose the tax evasion...
Persistent link: https://www.econbiz.de/10012503796
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A game between central banks and households involving central bank digital currencies, other digital currencies and negative interest rates
Wang, Guizhou; Hausken, Kjell - In: Cogent economics & finance 10 (2022) 1, pp. 1-23
Central Bank Digital Currencies (CBDCs) enable negative interest rates. A game is analyzed between a central bank (accounting for the government’s interest) and a representative household choosing to consume, hold CBDC, or hold non-CBDC. The central bank chooses negative interest rate when it...
Persistent link: https://www.econbiz.de/10013373143
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Virtual property and governance structures with blockchain
Spithoven, Antoon - In: Journal of economic issues 57 (2023) 2, pp. 466-475
Persistent link: https://www.econbiz.de/10014445015
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Should cryptocurrencies be included in the portfolio of international reserves held by central banks?
Moore, Winston; Stephen, Jeremy - In: Cogent economics & finance 4 (2016) 1, pp. 1-12
In most countries, the central bank is required to hold reserve assets as a means of providing credibility for the value of the fiat currency. These assets can be in the form of gold, foreign exchange or some other internationally recognised reserve asset and are held to permit the country to...
Persistent link: https://www.econbiz.de/10011450546
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Cryptocurrencies, diversification and the COVID-19 pandemic
Allen, David E. - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
This paper features an analysis of cryptocurrencies and the impact of the COVID-19 pandemic on their effectiveness as a portfolio diversification tool and explores the correlations between the continuously compounded returns on Bitcoin, Ethereum and the S&P500 Index using a variety of parametric...
Persistent link: https://www.econbiz.de/10013161685
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Outliers and time-varying jumps in the cryptocurrency markets
Dutta, Anupam; Bouri, Elie - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-7
We examine the presence of outliers and time-varying jumps in the returns of four major cryptocurrencies (Bitcoin, Ethereum, Ripple, Dogecoin, Litecoin), and a broad cryptocurrency index (CCI30). The results indicate that only Bitcoin returns are contaminated with outliers. Time-varying jumps...
Persistent link: https://www.econbiz.de/10013163949
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Researching the problems of digital economy development as an indicator of the information society : potential threats and prospects
Hlazova, Anna - In: Technology audit and production reserves 6 (2021) 4/62, pp. 37-39
Persistent link: https://www.econbiz.de/10013168932
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Cryptocurrency trading : a comprehensive survey
Fang, Fan; Ventre, Carmine; Basios, Michail; Kanthan, Leslie - In: Financial innovation : FIN 8 (2022), pp. 1-59
In recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios …
Persistent link: https://www.econbiz.de/10013169651
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The cross-section of cryptocurrency risk and return
Günther, Steffen; Fieberg, Christian; Poddig, Thorsten - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 4, pp. 7-28
Wir untersuchen den Querschnitt von über 1200 Kryptowährungen, gesammelt von 350 Handelsplätzen, in der Zeitspanne von Januar 2014 bis Juni 2020. Im speziellen untersuchen wir, ob weit verbreitete Charakteristika, wie Beta (Fama/MacBeth (1973)), Size (Banz (1981)) oder Momentum...
Persistent link: https://www.econbiz.de/10012940081
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Liquidity connectedness in cryptocurrency market
Hasan, Mudassar; Naeem, Muhammad Abubakr; Arif, Muhammad; … - In: Financial innovation : FIN 8 (2022), pp. 1-25
We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57-66, 2012) and Baruník and Křehlík (J Financ Econom 16(2):271-296, 2018) on a sample of six major cryptocurrencies, namely, Bitcoin...
Persistent link: https://www.econbiz.de/10012798833