Insights on Cryptocurrency Dynamics
Bitcoin Pricing Kernels are inferred using a novel data set from Derib...
Crypto Hedging strategies based on the paper Hedging Cryptocurrency Op...
Courselet
Bitcoin Pricing Kernels are inferred using a novel data set from Deribit, one of the largest Bitcoin derivatives exchanges. T..
Courselet
Crypto Hedging strategies based on the paper Hedging Cryptocurrency Options.
Courselet
this course conducts a methodological and empirical comparison of CC indices
Courselet
Short introduction to drivers of digital asset prices and how to use high frequency econometrics to identify them
Courselet
This research provides insights for the separation of cryptocurrencies from other assets.
Courselet
The Courselet presents a paper that proposes a new model for analyzing cryptocurrency prices that considers past behaviors li..
Courselet
Cryptocurrency, Regulatory Risk, Index, LDA, News Classification
Courselet
This course summarizes three papers around cryptocurrencies from an economic perspective. A price model for speculative crypt..
Courselet
This course summarizes three papers around cryptocurrencies from an economic perspective. A price model for speculative crypt..
Courselet
We leverage recent advances in market regime (MR) clustering with the Implied Stochastic Volatility Model (ISVM) on a very re..
Courselet
A short study using the Caginalp and Balenovic (1999) model for asset flow dynamics to examine fully collateralized stablecoi..