Are DeFi tokens a separate asset class from conventional cryptocurrencies?

DOI10.1007/S10479-022-05150-ZzbMATH Open1514.91222MaRDI QIDQ6103199FDOQ6103199

Authors: Shaen Corbet, John W. Goodell, Samet Gunay, Kerem Kaşkaloğlu 

Publication date: 26 June 2023

Published in: Annals of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

bubblescryptocurrencyvolatility spilloversdecentralized finance tokens

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

• Title not available (Why is that?)
• Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
• Unit root tests with a break in innovation variance.
• Booms, busts and heavy-tails: the story of bitcoin and cryptocurrency markets?
• The destabilising effects of cryptocurrency cybercriminality
• Return and volatility spillovers among cryptocurrencies
• Attacking the DeFi ecosystem with flash loans for fun and profit

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