Similar Search Results

A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies

Fantazzini, Dean; Zimin, Stephan - In: Journal of industrial and business economics 47 (2020) 1, pp. 19-69

Persistent link: https://www.econbiz.de/10012237346

Predicting cryptocurrency defaults

Grobys, Klaus; Sapkota, Niranjan - In: Applied economics 52 (2020) 46, pp. 5060-5076

Persistent link: https://www.econbiz.de/10012306538

Healthy ... distress ... default

Kakushadze, Zura - In: Journal of risk & control 6 (2019) 1, pp. 113-119

Persistent link: https://www.econbiz.de/10012237605

Predicting Cryptocurrency Defaults

Sapkota, Niranjan - 2019

cryptocurrency-specific data, we estimate a model based on linear discriminant analysis to predict such defaults. Our model is … capable of explaining 87% of cryptocurrency bankruptcies after only one month of trading and could serve as a screening tool …

Persistent link: https://www.econbiz.de/10012871117

Fintech and banking : what do we know?

Thakor, Anjan V. - In: Journal of financial intermediation 41 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012651475

What determines interest rates for bitcoin lending?

Zhang, Shuai; Hou, Xinyu; Ba, Shusong - In: Research in international business and finance 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013286454

Crypto exchanges and credit risk : modeling and forecasting the probability of closure

Fantazzini, Dean; Calabrese, Raffaella - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-23

While there is increasing interest in crypto assets, the credit risk of these exchanges is still relatively unexplored. To fill this gap, we considered a unique dataset of 144 exchanges, active from the first quarter of 2018 to the first quarter of 2021. We analyzed the determinants surrounding...

Persistent link: https://www.econbiz.de/10012794905