Listar por tema "G10"

Mostrando ítems 1-11 de 11

    • closedAccess   A note on institutional hierarchy and volatility in financial markets 

      Alfarano, Simone; Raddant, Matthias; Milakovic, Mishael Taylor & Francis (2012)
      From a statistical point of view, the prevalence of non-Gaussian distributions in financial returns and their volatilities shows that the Central Limit Theorem (CLT) often does not apply in financial markets. In this ...

    • closedAccess   Anatomy of a Stablecoin’s failure: The Terra-Luna case 

      Briola, Antonio; Vidal-Tomás, David; Wang, Yuanrong Elsevier (2023)
      We quantitatively describe the main events that led to the Terra project’s failure in May 2022. We first review, in a systematic way, news from heterogeneous social media sources; we discuss the fragility of the Terra ...

    • openAccess   Bitcoin: La nueva moneda virtual que está revolucionando el mundo de las divisas digitales 

      Asensio Grau, Yasmina Universitat Jaume I (2014)
      Bitcoin es una moneda que en los últimos años ha tomado mucha importancia, aunque aún se considera una moneda digital en desarrollo. Por dicha importancia, mi objetivo en el presente trabajo ha sido explicar qué es el ...

    • closedAccess   Blockchain, sport and fan tokens 

      Vidal-Tomás, David Emerald (2023-04-28)
      Purpose This paper provides a thorough examination of Socios.com, a blockchain platform that integrates token sales with the fan experience in the sports industry. The study focuses on three key aspects: the performance, ...

    • closedAccess   Cobertura con contratos de futuro sobre el IBEX 35 

      Lara Clemente, Antonio Universitat Jaume I (2014-11-24)
      Durante las últimas décadas la cobertura con futuros ha sido tema de mucha investigación, y como consecuencia de ello, en la literatura existen muchos métodos para lograr un ratio óptimo de cobertura. El problema se ...

    • openAccess   FTX’s downfall and Binance’s consolidation: The fragility of centralised digital finance 

      Vidal Tomás, David; Briola, Antonio; Aste, Tomaso Elsevier ScienceDirect (2023-07-16)
      This paper investigates the causes and the consequences of the FTX digital currency exchange’s failure in November 2022. Analysing on-chain data, we report that FTX heavily relied on leveraging and misusing its native ...

    • closedAccess   Liberalization and Risk-Taking: Evidence from Government-Controlled Banks 

      Illueca, Manuel; Norden, Lars; Udell, Gregory F. Oxford University Press (2014-07)
      We study the effects of the interplay between deregulation and governance on risk-taking in the financial industry. We consider the removal of regulatory geographic constraints for savings banks in Spain, the cajas, which ...

    • closedAccess   Profitability of spanish savings banks according to size, efficiency and risk 

      Monferrer Angel, Santiago Universitat Jaume I (2015)
      In Spain between 2007 and 2010 there has been a restructuring in the sector of savings banks, which has led to the virtual disappearance of dominant positions by mergers and subsequent changes in ownership structure ...

    • closedAccess   The entry and exit dynamics of the cryptocurrency market 

      Vidal-Tomás, David Elsevier (2021-08-05)
      This paper presents an analysis of the entry and exit dynamics of the cryptocurrency market that focuses on the growth of initial coin offerings during 2015–2020. We used two different datasets: one includes long-lived ...

    • openAccess   The non-linear trade-off between return and risk and its determinants 

      Cotter, John; Salvador, Enrique Elsevier (2022-04-08)
      We estimate a discrete approximation of the risk-return trade-off for the US market by using the whole universe of stocks from July 1963 to September 2017. We find the relationship between return and total risk to be ...

    • closedAccess   Which cryptocurrency data sources should scholars use? 

      Vidal-Tomás, David Elsevier (2022-02-16)
      Inspired by Alexander and Dakos (2020), we shed more light on the adequacy of data in the cryptocurrency literature by analysing the scaling properties and underlying processes of the main cryptocurrency databases ...