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Break a peg! A study of stablecoin co-instability · Study

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ArticleBreak a peg! A study of stablecoin co-instability

Grégory Gadzinski2024

Article2024

Break a peg! A study of stablecoin co-instability

Grégory Gadzinski · Alessio Castello · Liuzzi Vito · Patrice Sargenti

24 citations·0/0 files stored·International Review of Financial Analysis

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Financial Risk and Volatility Modeling Blockchain Technology Applications and Security Market Dynamics and Volatility

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References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 2002Dynamic Conditional Correlation 1995Multivariate Simultaneous Generalized ARCH 2012Optimal Detection of Changepoints With a Linear Computational Cost 2019Selective review of offline change point detection methods 2016A survey of methods for time series change point detection 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations 1997Testing and Locating Variance Changepoints with Application to Stock Prices

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Year2024

Typearticle

Published2024-09-23

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations24

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.irfa.2024.103608

openalex_workW4402739726

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