Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from tether

DOI10.1016/J.ECONLET.2023.111213MaRDI QIDQ6093750zbMATH OpenFDO

Authors Gabriel Shui Tang Wu, Pak Ho Leung

Publication date 12 September 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2023.111213

zbMATH Keywords

crypto assetsmoney marketspilloverstablecoins

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Recommendations

• On stablecoin price processes and arbitrage
• Investigating the relationship between volatilities of cryptocurrencies and other financial assets
• Understand volatility of algorithmic stablecoin: modeling, verification and empirical analysis
• The Role of Binance in Bitcoin Volatility Transmission
• Stablecoins: legal restrictions theory and monetary policy

Cites work

• Return and volatility spillovers among cryptocurrencies

Cited in

(5)

• Discussion of: ``Currency stability using blockchain technology
• Understand volatility of algorithmic stablecoin: modeling, verification and empirical analysis
• On stablecoin price processes and arbitrage
• Stablecoins: legal restrictions theory and monetary policy
• Are DeFi tokens a separate asset class from conventional cryptocurrencies?

This page was built for publication: Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from tether

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6093750)