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A Statistical Risk Assessment of Bitcoin and Its Extreme Tail Behaviour

Osterrieder, Joerg - 2018

We provide an extreme value analysis of the returns of Bitcoin. A particular focus is on the tail risk characteristics and we will provide an in-depth univariate extreme value analysis. Those properties will be compared to the traditional exchange rates of the G10 currencies versus the US...

Persistent link: https://www.econbiz.de/10012935265

On the profitability of selfish blockchain mining under consideration of ruin

Albrecher, Hansjörg; Goffard, Pierre-Olivier - In: Operations research 70 (2022) 1, pp. 179-200

Persistent link: https://www.econbiz.de/10012820652

STO vs. ICO : a theory of token issues under moral hazard and demand uncertainty

Miglo, Anton - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-35

incentive problems of professional blockchain participants who contribute to the development and sales of the product. We argue …

Persistent link: https://www.econbiz.de/10012587665

Bitcoin's innovative aspects, return volatility and uncertainty shocks

Frascaroli, Bruno Ferreira - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 224-245

Persistent link: https://www.econbiz.de/10012510290

Blockchain technology as a potential risk source and a risk mitigator : US reflections and outlook

Cianci, Mark; Strohbehn, Xochitl; King, John - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 326-336

Persistent link: https://www.econbiz.de/10014441038

Understanding and managing blockchain protocol risks

Nathan, Alex; Kaponis, Dimosthenis; Lustgarten, Saul - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 337-353

Persistent link: https://www.econbiz.de/10014441040

Risks inherent within various models of decentralised crypto networks : a framework for an objective discussion about the level of decentralisation in crypto networks and risks to true decentralisatio

Lüssem, Julien; Aziz, Abdel; Frías, Antonio; … - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 354-382

Persistent link: https://www.econbiz.de/10014441045

Symposium: digital finance under global uncertainty

Tang, Wenjin; Addai, Bismark; Wang, Leonard F. S. - In: Journal of economic policy reform 27 (2024) 3, pp. 269-275

Persistent link: https://www.econbiz.de/10015048782

Cryptocurrencies and tokens lifetime analysis from 2009 to 2021

Gatabazi, Paul; Kabera, Gaëtan; Mba, Jules Clement; … - In: Economies : open access journal 10 (2022) 3, pp. 1-14

-significant covariates, relative risks and standard errors. Among the results, it was found that cryptocurrencies under standalone blockchain …

Persistent link: https://www.econbiz.de/10013164579

Distributed Ledger Technologies (Blockchain) in Capital Markets : Risk and Governance

Lee, Joseph - 2018

Distributed ledger technologies (DLTs) have the potential to revolutionise securities trading and the capital market through removing reconciliation and other costs that are no longer needed with the trust and transparency that DLT brings. DLTs have been used to create virtual currencies...

Persistent link: https://www.econbiz.de/10012918986