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Jan 1, 2020Β·INDIGO (University of Illinois at Chicago)
0 cites
Cryptocurrencies: An Economic Perspective

Wenzong Jin

Are cryptocurrencies indeed currencies? Anecdotal evidence on the volatility of cryptocurrency prices suggest that these β€œcurrencies” are not a good store of value, and similarly the time delays in validating and publishing crypto-based transactions suggest that they are not a good medium of exchange either. Due to the context it is defined in, it seems to not follow social conventions of fiat currencies. In this thesis, we undertake a systematic evaluation of how much do cryptocurrency prices behave like fiat currency prices, focusing on the predominant cryptocurrency β€” Bitcoin. We test the usefulness of various time series and structural models to predict future changes in Bitcoin prices and conclude that when predicting out of sample, its price is as unpredictable as fiat currency prices. Since cryptocurrencies generally have no central authority and hence receive no regulation, we explore its country-dependent characteristics, and find that the overall conclusions apply. We also examine if nominal interest rate differentials denominated in fiat currencies versus Bitcoin predict exchange rate movements, and find that in addition to the persistent violation in short-run, interest parity suggest that Bitcoin price has not been rising fast enough. We conclude that we have to refine the definition of monetary parameters on cryptocurrencies to better capture its properties, but as far as our examination indicates, the price of the predominant cryptocurrencies behaves similarly to most fiat currencies. In our point of view, Bitcoin is a currency.<br>

Open access
Economic theories and models
Complex Systems and Time Series Analysis
Blockchain Technology Applications and Security
Original source
Jan 1, 2020Β·SSRN Electronic Journal
0 cites
Disruption, Bitcoin, and Prospect Theory

Qingjie Du, Yang Wang, Chishen Wei, K.C. John Wei Β· 5 authors

No abstract is available for this record.

Open access
Financial Markets and Investment Strategies
Blockchain Technology Applications and Security
Complex Systems and Time Series Analysis
Original source
Jan 1, 2020Β·RePEc: Research Papers in Economics
0 cites
A Socio-Finance Model: The Case of Bitcoin

Yongqiang Meng, Dehua Shen, Xiong Xiong, JΓΈrgen Vitting Andersen

This paper investigates the relations between multiple measures of investor sentiment and the returns, volatility, trading volume, and liquidity. Using both data outside and inside market, we find that the Bullishness from socio-finance model are significant related to future realized volatility and trading volume, similar to Tweet, which is thought to capture information of well-informed investors in Bitcoin market

Open access
Complex Systems and Time Series Analysis
Financial Markets and Investment Strategies
Stock Market Forecasting Methods
Original source
Jan 1, 2020Β·SSRN Electronic Journal
0 cites
Bitcoin Price Co-Movements and Culture

Guglielmo Maria Caporale, Woo-Young Kang

No abstract is available for this record.

Open access
Blockchain Technology Applications and Security
Complex Systems and Time Series Analysis
Market Dynamics and Volatility
Original source
Jan 1, 2020·Ѐинансы: тСория ΠΈ ΠΏΡ€Π°ΠΊΡ‚ΠΈΠΊΠ°/Finance: Theory and Practice // Finance: Theory and Practice
1 cites
Π Π°Π·Π²ΠΈΡ‚ΠΈΠ΅ Ρ€Ρ‹Π½ΠΊΠ° ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚: ΠΌΠ΅Ρ‚ΠΎΠ΄ Π₯Срста // Cryptocurrency Market Development: Hurst Method

A. Mikhailov Yu.

The aim of this work is to study the pricing in the cryptocurrency market and applying cryptocurrencies by the Bank of Russia for its monetary policy. The research objectives are to identify the cyclical nature of price dynamics, to study market maturity and potential risks that have a long-term positive relationship with the financial stability of the cryptocurrency market. The author uses the Hurst method with the Amihud illiquidity measure to study the resistance of four cryptocurrencies (Bitcoin, Litecoin, Ripple and Dash) and their evolution over the past five years. The study results in the author’s conclusion that the cryptocurrency market has entered a new stage of development, which means a reduced possibility to have excess profits when investing in the most liquid cryptocurrencies in the future. However, buying new high-risk tools provides opportunities for speculative income. The author concludes that illiquid cryptocurrencies exhibit strong inverse anti-persistence in the form of a low Hurst exponent. A trend investing strategy may help obtain abnormal profits in the cryptocurrency market. The Bank of Russia could partially apply digital currency to implement monetary policy, which would soften the business cycle and control the inflation. If Russia accepts the law β€˜β€™On Digital Financial Assets’’ and legalizes cryptocurrencies after the economic crisis caused by the COVID-19 pandemic, the Bank of Russia might act as a lender of last resort and offer crypto loans. ЦСлью Π΄Π°Π½Π½ΠΎΠΉ Ρ€Π°Π±ΠΎΡ‚Ρ‹ являСтся ΠΈΠ·ΡƒΡ‡Π΅Π½ΠΈΠ΅ цСнообразования Π½Π° Ρ€Ρ‹Π½ΠΊΠ΅ ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚ ΠΈ возмоТностСй ΠΈΡ… примСнСния Π‘Π°Π½ΠΊΠΎΠΌ России ΠΏΡ€ΠΈ осущСствлСнии своСй ΠΌΠΎΠ½Π΅Ρ‚Π°Ρ€Π½ΠΎΠΉ ΠΏΠΎΠ»ΠΈΡ‚ΠΈΠΊΠΈ. Π—Π°Π΄Π°Ρ‡ΠΈ исслСдования: выявлСниС цикличности Π΄ΠΈΠ½Π°ΠΌΠΈΠΊΠΈ Ρ†Π΅Π½, ΠΈΠ·ΡƒΡ‡Π΅Π½ΠΈΠ΅ стСпСни сформированности Ρ€Ρ‹Π½ΠΊΠ° ΠΈ ΠΏΠΎΡ‚Π΅Π½Ρ†ΠΈΠ°Π»ΡŒΠ½Ρ‹Ρ… рисков, ΠΈΠΌΠ΅ΡŽΡ‰ΠΈΡ… Π΄ΠΎΠ»Π³ΠΎΡΡ€ΠΎΡ‡Π½ΡƒΡŽ ΠΏΠΎΠ»ΠΎΠΆΠΈΡ‚Π΅Π»ΡŒΠ½ΡƒΡŽ связь с финансовой ΡΡ‚Π°Π±ΠΈΠ»ΡŒΠ½ΠΎΡΡ‚ΡŒΡŽ Ρ€Ρ‹Π½ΠΊΠ° ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚. Автор ΠΈΡΠΏΠΎΠ»ΡŒΠ·ΡƒΠ΅Ρ‚ ΠΌΠ΅Ρ‚ΠΎΠ΄Ρ‹ Π₯Срста с коэффициСнтом нСликвидности Амихуда, Ρ‡Ρ‚ΠΎΠ±Ρ‹ ΠΈΠ·ΡƒΡ‡ΠΈΡ‚ΡŒ ΡΡ‚Π΅ΠΏΠ΅Π½ΡŒ стойкости Ρ‡Π΅Ρ‚Ρ‹Ρ€Π΅Ρ… ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚ (BitCoin, LiteCoin, Ripple ΠΈ Dash) ΠΈ ΠΈΡ… ΡΠ²ΠΎΠ»ΡŽΡ†ΠΈΡŽ Π² Ρ‚Π΅Ρ‡Π΅Π½ΠΈΠ΅ послСдних пяти Π»Π΅Ρ‚. Π’ Ρ€Π΅Π·ΡƒΠ»ΡŒΡ‚Π°Ρ‚Π΅ исслСдования Π°Π²Ρ‚ΠΎΡ€ выяснил, Ρ‡Ρ‚ΠΎ Ρ€Ρ‹Π½ΠΎΠΊ ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚ Π²Ρ‹ΡˆΠ΅Π» Π½Π° Π½ΠΎΠ²ΡƒΡŽ ΡΡ‚Π°Π΄ΠΈΡŽ развития, Ρ‡Ρ‚ΠΎ ΠΎΠ·Π½Π°Ρ‡Π°Π΅Ρ‚ сниТСниС возмоТности получСния ΡΠ²Π΅Ρ€Ρ…Π½ΠΎΡ€ΠΌΠ°Π»ΡŒΠ½Ρ‹Ρ… Π΄ΠΎΡ…ΠΎΠ΄ΠΎΠ² ΠΏΡ€ΠΈ инвСстировании Π² Π½Π°ΠΈΠ±ΠΎΠ»Π΅Π΅ Π»ΠΈΠΊΠ²ΠΈΠ΄Π½Ρ‹Π΅ ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚Ρ‹ Π² Π±ΡƒΠ΄ΡƒΡ‰Π΅ΠΌ. Однако ΠΎΡΡ‚Π°ΡŽΡ‚ΡΡ возмоТности для получСния спСкулятивного Π΄ΠΎΡ…ΠΎΠ΄Π° ΠΏΡ€ΠΈ ΠΏΠΎΠΊΡƒΠΏΠΊΠ΅ Π½ΠΎΠ²Ρ‹Ρ… высокорискованных инструмСнтов. Π‘Π΄Π΅Π»Π°Π½ Π²Ρ‹Π²ΠΎΠ΄, Ρ‡Ρ‚ΠΎ Π½Π΅Π»ΠΈΠΊΠ²ΠΈΠ΄Π½Ρ‹Π΅ ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚Ρ‹ ΠΏΡ€ΠΎΡΠ²Π»ΡΡŽΡ‚ ΡΠΈΠ»ΡŒΠ½ΡƒΡŽ ΠΎΠ±Ρ€Π°Ρ‚Π½ΡƒΡŽ Π°Π½Ρ‚ΠΈΠΏΠ΅Ρ€ΡΠΈΡΡ‚Π΅Π½Ρ‚Π½ΠΎΡΡ‚ΡŒ Π² Π²ΠΈΠ΄Π΅ Π½ΠΈΠ·ΠΊΠΎΠ³ΠΎ коэффициСнта Π₯Срста. Для получСния аномальной ΠΏΡ€ΠΈΠ±Ρ‹Π»ΠΈ Π½Π° ΠΊΡ€ΠΈΠΏΡ‚ΠΎΡ€Ρ‹Π½ΠΊΠ΅ ΠΌΠΎΠΆΠ΅Ρ‚ Π±Ρ‹Ρ‚ΡŒ использована трСндовая инвСстиционная стратСгия. Π‘Π°Π½ΠΊ России ΠΌΠΎΠ³ Π±Ρ‹ частично ΠΏΡ€ΠΈΠΌΠ΅Π½ΡΡ‚ΡŒ Ρ†ΠΈΡ„Ρ€ΠΎΠ²ΡƒΡŽ Π²Π°Π»ΡŽΡ‚Ρƒ ΠΏΡ€ΠΈ осущСствлСнии Π΄Π΅Π½Π΅ΠΆΠ½ΠΎ-ΠΊΡ€Π΅Π΄ΠΈΡ‚Π½ΠΎΠΉ ΠΏΠΎΠ»ΠΈΡ‚ΠΈΠΊΠΈ, Ρ‡Ρ‚ΠΎ ΠΏΠΎΠ·Π²ΠΎΠ»ΠΈΠ»ΠΎ Π±Ρ‹ ΡΠΌΡΠ³Ρ‡ΠΈΡ‚ΡŒ Π΄Π΅Π»ΠΎΠ²ΠΎΠΉ Ρ†ΠΈΠΊΠ» ΠΈ ΠΊΠΎΠ½Ρ‚Ρ€ΠΎΠ»ΠΈΡ€ΠΎΠ²Π°Ρ‚ΡŒ ΡƒΡ€ΠΎΠ²Π΅Π½ΡŒ инфляции. Π’ случаС принятия Π·Π°ΠΊΠΎΠ½Π° «О Ρ†ΠΈΡ„Ρ€ΠΎΠ²Ρ‹Ρ… финансовых Π°ΠΊΡ‚ΠΈΠ²Π°Ρ…Β» ΠΈ Π»Π΅Π³Π°Π»ΠΈΠ·Π°Ρ†ΠΈΠΈ ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚ Π² России послС экономичСского кризиса, Π²Ρ‹Π·Π²Π°Π½Π½ΠΎΠ³ΠΎ ΠΏΠ°Π½Π΄Π΅ΠΌΠΈΠ΅ΠΉ Covid-19, Π‘Π°Π½ΠΊ России ΠΌΠΎΠ³ Π±Ρ‹ Π΄Π΅ΠΉΡΡ‚Π²ΠΎΠ²Π°Ρ‚ΡŒ ΠΊΠ°ΠΊ ΠΊΡ€Π΅Π΄ΠΈΡ‚ΠΎΡ€ послСднСй инстанции, прСдлагая ΠΊΡ€Π΅Π΄ΠΈΡ‚Ρ‹ Π² ΠΊΡ€ΠΈΠΏΡ‚ΠΎΠ²Π°Π»ΡŽΡ‚Π΅.

Economic and Technological Developments in Russia
Complex Systems and Time Series Analysis
Economic and Technological Systems Analysis
Original source
Jan 1, 2020Β·SSRN Electronic Journal
0 cites
Disappearing Volatility of Bitcoin

Mieszko Mazur

Bitcoin market capitalization has recently surpassed $1 trillion. According to the popular belief one of the key characteristics of bitcoin is its excessive volatility. This paper provides evidence that high volatility of bitcoin is largely a misperception. We show that bitcoin return fluctuations are lower than those of roughly 900 different stocks in the S&P1500 and 190 stocks in the S&P500. Moreover, we find that bitcoin is less volatile than commodities such as oil and silver, US Treasuries, AAA-rated corporate bonds, EU carbon credits, and some of the most popular technology and media stocks: Apple, Twitter, and Netflix. Equally important, we find that during the March 2020 stock market crash triggered by COVID-19, bitcoin volatility was lower than most of the above-mentioned asset classes. Significant decline in bitcoin volatility over the last decade renders it more β€œinvestable” by conservative investors.

Open access
2 source records
Blockchain Technology Applications and Security
Market Dynamics and Volatility
Complex Systems and Time Series Analysis
Original source
Jan 1, 2020Β·European Journal of Economics and Management
1 cites
A MULTIPLE LINEAR REGRESSION MODEL FOR CRYPTOCURRENCY PRICE IN THE FINANCIAL ANALYSIS AND ACCOUNTING

Tetiana Yatsyk

The cryptocurrency market is represented by more than 6,099 different cryptocurrencies with a total market capitalization of USD 354,316 million with Bitcoin dominance over 60%. Despite the increasing amount of scientific research, a comprehensive analysis of factors influencing the price of cryptocurrency is still needed. Previous studies have focused on the Bitcoin capitalization changes, rather than relationships and dependencies between the price of different cryptocurrencies and other factors. The author proposed a multiple linear regression model, which can be used for the cryptocurrency price forecast. The author tested the hypothesis, that Bitcoin's closing price changes likely in response to changes in altcoin prices and Google search index as well. According to the conducted research, the price of Bitcoin depends significantly on Google's search index on the specific cryptocurrency name. The revealed multiple regression equation can be further used for creating operational analytical programs for forecasting the price movement of Bitcoin.

Open access
Blockchain Technology Applications and Security
Market Dynamics and Volatility
Complex Systems and Time Series Analysis
Original source
Jan 1, 2020Β·Nanyang Technological University
0 cites
Complexity science approach to study decentralized financial systems using tools from statistical physics and machine learning

Ayana T. Aspembitova

Decentralized Finance is the new socioeconomic system growing with an extremely fast pace and changing the way financial interactions are being conducted. In comparison with the growing importance of digital assets and blockchain technology, there is still little understanding of Decentralized Finance as a system. In this thesis we analyze transaction datasets from Bitcoin and Ethereum blockchains to obtain a comprehensive understanding of digital assets -from studying the behaviour of each part to investigating the whole structure and deriving the relations between micro and macro properties of the cryptocurrency systems. Using the Complex Networks approach we explained the system's overall structure and dynamics, and uncovered the mechanism behind network formation. It was found that there is fitness preferential attachment among nodes in the bitcoin network that leads the system to scale-free behaviour. We proposed the quantifiable definition of fitness and supported our finding by simulating a synthetic network and reproducing the main properties of the bitcoin network. After having a good understanding about the structure of the system, we zoom in into its parts by studying the behavioral patterns among the system's users (people). We develop the methodology based on Machine Learning models to define distinct behavioral types in the cryptocurrency systems and find that despite differences between the bitcoin and ethereum systems, there are four common strategies that users follow in both markets. Based on our finding, we model the dynamics of people's behaviour in market as an Absorbing Markov Chain. This approach allowed us to present the behavioral switches in a comprehensive and intuitive way. Moreover, we were able to obtain the predictions on the longevity of users in the system according to their behaviour. Finally, we use the Granger causality test to derive the relations between all system characteristics. We attempt to explain the effect of behavioral switches on the structural properties and price; we find that indeed, switches of users from certain behavioral groups causes a change in price which affects the size of the network as well. We hope that the work and results presented in this thesis will advance the understanding of the new field of Decentralized Finance and expect that the research approach and methodologies developed for this study will be helpful to investigate various complex systems as well.

Open access
Complex Systems and Time Series Analysis
Complex Network Analysis Techniques
Opinion Dynamics and Social Influence
Original source
Jan 1, 2020Β·DOAJ (DOAJ: Directory of Open Access Journals)
1 cites
The Cybernetic Ethos of Cryptocurrencies: Economic and Social Dimensions

Luigi Doria

The last years have experienced an effervescence in the field of monetary innovation, concerning both complementary currencies and cryptocurrencies. The scenario of innovation has been intensively investigated with regard to economic and socio-political aspects. Against the peculiar multidimensionality of the phenomenon, the paper argues that the analysis should take the opportunity of grasping a cobelonging between the economic and the social. Whether they seem related to a proliferation of new forms of sociality (as in many experiences of complementary currencies) or to a disquieting desocialization (as in certain domains of the cryptocurrencies' world), the social dimensions of the new monies can be fruitfully analyzed by focusing on how they are consonant with certain basic conceptions of economic life. After a brief discussion of this point with regard to complementary currencies, the above-mentioned theoretical approach is used to investigate the cybernetic ethos of cryptocurrencies. The analysis shows that the socio-technical imaginaries of some cryptocurrencies (with particular regard to Bitcoin) call into question the relationship between human and non-human agency and are complicit with certain ideas of economic life, one of whose main traits concerns the demand for unconditionally "assuring" the economic and for denying the dimension of uncertainty.

Open access
Blockchain Technology Applications and Security
Complex Systems and Time Series Analysis
Original source
Jan 1, 2020Β·Lecture notes in computer science
1 cites
A DLT Based Innovative Investment Platform

А. Π’. Π‘ΠΎΠ³Π΄Π°Π½ΠΎΠ², Alexander Degtyarev, Alexei Yu. Uteshev, Nadezhda Shchegoleva Β· 6 authors

No abstract is available for this record.

Blockchain Technology Applications and Security
Complex Systems and Time Series Analysis
Stock Market Forecasting Methods
Original source
Jan 1, 2020Β·European Journal of Finance
105 cites
How stable are stablecoins?

Lai T. Hoang, Dirk G. Baur

This paper analyzes the stability of stablecoins and proposes a framework to test for absolute and relative stability of stablecoins. Based on high-frequency data, we find strong evidence of excess price variations. While Bitcoin is a likely source of this excess volatility because stablecoin returns, volatility and volumes are highly correlated with corresponding Bitcoin time-series, we also demonstrate through a quasi-natural experiment that stablecoins increase the trading volume of Bitcoin. The findings suggest stablecoins play a key role in cryptocurrency markets.

Open access
2 source records
Market Dynamics and Volatility
Financial Markets and Investment Strategies
Complex Systems and Time Series Analysis
Original source
Jan 1, 2020Β·AIP conference proceedings
1 cites
Dependence structure between index stock market and bitcoin using time-varying copula and extreme value theory

Saiful Izzuan Hussain, Nadiah Ruza, Nurulkamal Masseran, Muhammad Aslam Mohd Safari

Dependence structure between financial assets plays an important role in risk management. This research investigates the dependence pattern between the stock market and the potential of cryptocurrency. We employed time- varying copula and Extreme Value Theory (EVT) to model the extreme dependence between the United States (US) index stock market (S&P500) and Bitcoin. Empirical results show risk diversification for holdings of the S&P500 and Bitcoin during extreme events seem to be effective. This paper contributes to a better understanding of the dependence structure of the financial market during extreme events. This information is useful for investors who are seeking for the cross-market diversification.

Open access
Market Dynamics and Volatility
Financial Risk and Volatility Modeling
Complex Systems and Time Series Analysis
Original source
Jan 1, 2020Β·SSRN Electronic Journal
1 cites
Downside Risk in Cryptocurrency Market

Victoria Dobrynskaya

No abstract is available for this record.

Open access
Financial Markets and Investment Strategies
Blockchain Technology Applications and Security
Complex Systems and Time Series Analysis
Original source