This study investigated the extent of currency competition within the cryptocurrency market through the Hayek’s concept of the denationalization of money.Hayek’s original analysis primarily centered on competition r...
The convergence of blockchain and immersive technologies has resulted in the popularity of Metaverse platforms and their cryptocurrencies,known as Metaverse tokens.There has been little research into tokenomics in the...
National Natural Science Foundation of China(Grant no.71771006);Science and Technology Support Plan of Guizhou(Grant no.2023-221).
This study examines the volatility spillovers in four representative exchanges and for six liquid cryptocurrencies.Using the high-frequency trading data of exchanges,the heterogeneity of exchanges in terms of volatili...
We propose a high-frequency rebalancing algorithm(HFRA)and compare its performance with periodic rebalancing(PR)and threshold rebalancing(TR)strategies.PR refers to the process of adjusting the relative weight of asse...
supported by the PETRAS National Centre of Excellence for IoT Systems Cybersecurity,which has been funded by the UK EPSRC[under grant number EP/S035362/1];the Software Sustainability Institute[grant number:EP/S021779/1];by the Cisco Research Centre[grant number CG1525381].
This study examines blockchain technologies and their pivotal role in the evolving Metaverse,shedding light on topics such as how to invest in cryptocurrency,the mechanics behind crypto mining,and strategies to effect...
Crypto assets have become increasingly popular in recent years due to their many advantages,such as low transaction costs and investment opportunities.The performance of crypto exchanges is an essential factor in deve...
the financial support of Fundacao para a Ciencia e Tecnologia through the project number PTDC/EGE-ECO/7493/2020.
Cryptocurrency adoption has gained significant attention across various fields owing to its disruptive potential and associated challenges.However,companies'adoption of cryptocurrencies remains relatively low.This stu...
Modeling implied volatility(IV)is important for option pricing,hedging,and risk management.Previous studies of deterministic implied volatility functions(DIVFs)propose two parameters,moneyness and time to maturity,to ...
As prior researchers have suggested,a firm’s success in an international market depends on how well its strategy fits the nonmarket environment,such as formal institutions.This paper examines the determinants of form...
This study discusses the European Union’s proposal for a Regulation on Markets in Crypto-Assets,now subject to formal approval by the European Parliament.The objective is to explore whether it will positively impact ...