On stablecoin price processes and arbitrage
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Publication:2670828
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Cites work
- A kinetic thermodynamics approach to the psychology of fluctuations in financial markets
- Arbitrage pricing with incomplete markets
- Asset flow and momentum: deterministic and stochastic equations
- Biases in Dynamic Models with Fixed Effects
- Establishing cryptocurrency equilibria through game theory
- scientific article; zbMATH DE number 3753890 (Why is no real title available?)
- Stock market bubbles in the laboratory
- Technical trading and cryptocurrencies
- The mathematics of arbitrage
- The nonlinear price dynamics of U.S. equity ETFs
- Unit root tests in panel data: asymptotic and finite-sample properties
Cited in
(7)- A dynamical systems approach to cryptocurrency stability
- Understand volatility of algorithmic stablecoin: modeling, verification and empirical analysis
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- Stablecoins: legal restrictions theory and monetary policy
- Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from tether
- Decentralized Governance of Stablecoins with Closed Form Valuation
- Designing stablecoins
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