Are DeFi tokens a separate asset class from conventional cryptocurrencies?

DOI10.1007/S10479-022-05150-ZMaRDI QIDQ6103199zbMATH OpenFDO

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)

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)

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Cites work

• scientific article; zbMATH DE number 1869203 (Why is no real title available?)
• Attacking the DeFi ecosystem with flash loans for fun and profit
• Booms, busts and heavy-tails: the story of bitcoin and cryptocurrency markets?
• Return and volatility spillovers among cryptocurrencies
• Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
• The destabilising effects of cryptocurrency cybercriminality
• Unit root tests with a break in innovation variance.

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