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Break a peg! A study of stablecoin co-instability
16 references·0 citing·35 second hop
Break a peg! A study of stablecoin co-instability (2024)Break a peg! A study of stablecoin co-ins…Silicon Valley Bank bankruptcy and Stablecoins stability (2023)Silicon Valley Bank bankruptc…Intelligent design: stablecoins (in)stability and collateral during market turbulence (2023)Intelligent design: stablecoi…Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China (2022)Fintech, Cryptocurrencies, an…Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow (2022)Dissecting the Terra-LUNA cra…Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets (2021)Tethered, or Untethered? On t…On the stability of stablecoins (2021)On the stability of stablecoi…Selective review of offline change point detection methods (2019)Selective review of offline c…Central Bank Digital Currency: Financial System Implications and Control (2019)Central Bank Digital Currency…A survey of methods for time series change point detection (2016)A survey of methods for time …Optimal Detection of Changepoints With a Linear Computational Cost (2012)Optimal Detection of Changepo…A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models (2005)A New Class of Multivariate S…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002)A Multivariate Generalized Au…Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Testing and Locating Variance…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Journal of the American Statistical Association (1995)Change-Point Estimation in ARCH Models (2000)Analysis of changepoint models (2011)Nonparametric maximum likelihood approach to multiple change-point problems (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)CONTINUOUS INSPECTION SCHEMES (1954)Rank Correlation Methods. (1957)Rank Correlation Methods (1973)A Survey on Concept Drift in Process Mining (2021)Law, finance, and economic growth in China (2005)Growing Like China (2011)Judging Borrowers by the Company They Keep: Friendship Networks and Information Asymmetry in Online Peer-to-Peer Lending (2012)CBDC, Fintech and cryptocurrency for financial inclusion and financial stability (2022)The Effects of Central Bank Digital Currencies News on Financial Markets (2022)How does fintech influence carbon emissions: Evidence from China's prefecture-level cities (2023)changepoint : An R Package for Changepoint Analysis (2014)Wild binary segmentation for multiple change-point detection (2014)Conditional Euro Area Sovereign Default Risk (2013)Hedging stocks with oil (2019)Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets (2021)Modeling and Forecasting Realized Volatility (2001)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)Time lag effects of COVID-19 policies on transportation systems: A comparative study of New York City and Seattle (2021)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
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  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
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  • 2019Selective review of offline change point detection methods1,361 cited
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  • 2021On the stability of stablecoins159 cited
  • 2019Central Bank Digital Currency: Financial System Implications and Control139 cited
  • 2021Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets87 cited
  • 2022Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow69 cited
  • 2023

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Silicon Valley Bank bankruptcy and Stablecoins stability
69 cited
  • 2023Intelligent design: stablecoins (in)stability and collateral during market turbulence51 cited
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