no code implementations • 20 Feb 2022 • Toshiko Matsui, Ali Al-Ali, William J. Knottenbelt
This paper examines the determinants of the volatility of futures prices and basis for three commodities: gold, oil and bitcoin -- often dubbed solid, liquid and digital gold -- by using contract-by-contract analysis which has been previously applied to crude oil futures volatility investigations.
1 code implementation • 28 May 2021 • Simon Cousaert, Jiahua Xu, Toshiko Matsui
Yield farming has been an immensely popular activity for cryptocurrency holders since the explosion of Decentralized Finance (DeFi) in the summer of 2020.
no code implementations • 23 Feb 2021 • Toshiko Matsui, Daniel Perez
In this paper, we use a variety of machine learning methods to quantify the extent to which economic and technological factors are predictive of the progression of Central Bank Digital Currencies (CBDC) within a country, using as our measure of this progression the CBDC project index (CBDCPI).
