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A principal component-guided sparse regression approach for the determination of bitcoin returns

Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2020

Persistent link: https://www.econbiz.de/10012152311

On the volatility of cryptocurrencies

Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2022

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A DeFi bank run : Iron Finance, IRON stablecoin, and the fall of TITAN

Kanis Saengchote - 2021 - This version: 19 July 2021

Persistent link: https://www.econbiz.de/10012605834

Banks, markets, and financial stability

Eder, Armin; Fecht, Falko; Pausch, Thilo - 2014

We use a Diamond/Dybvig-based model with two banks operating in separate regions connected by a common asset market in which banks and sophisticated depositors invest. We study the effect of a potential run (crisis) and subsequent fire sales on the asset price in both the crisis and no-crisis...

Persistent link: https://www.econbiz.de/10010433396

Apparent bubbles and misspecified fundamentals

Smith, Gregor W. - 1987

Persistent link: https://www.econbiz.de/10003532777

Speculative trade and market newcomers

Klishchuk, Bogdan - 2019

leads to a perpetual bubble, in which more experienced, but less optimistic, investors keep selling overpriced assets to … success of such bubble schemes. This previous literature did not allow for persistent effects of experience on beliefs and …, the intuition behind the perpetual bubble involves the above-mentioned disagreement patterns, not belief formation itself. …

Persistent link: https://www.econbiz.de/10012064782