Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Bullmann, Dirk & Klemm, Jonas & Pinna, Andrea, 2019. "In search for stability in crypto-assets: are stablecoins the solution?," Occasional Paper Series 230, European Central Bank.
- Richard Simmons, 2024. "Monetary Transmission & Small Firm Credit Rationing: The Stablecoin Opportunity to Raise Business Credit Flows," FinTech, MDPI, vol. 3(3), pages 1-28, August.
- John M. Griffin & Amin Shams, 2020. "Is Bitcoin Really Untethered?," Journal of Finance, American Finance Association, vol. 75(4), pages 1913-1964, August.
- Thomas N. Cintra & Maxwell P. Holloway, 2023. "Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance," Papers 2306.10612, arXiv.org.
- Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan, 2021. "On the stability of stablecoins," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 207-223.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Łęt, Blanka & Sobański, Konrad & Świder, Wojciech & Włosik, Katarzyna, 2023. "What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
- Sood, Kirti & Singh, Simarjeet & Behl, Abhishek & Sindhwani, Rahul & Kaur, Sandeepa & Pereira, Vijay, 2023. "Identification and prioritization of the risks in the mass adoption of artificial intelligence-driven stable coins: The quest for optimal resource utilization," Resources Policy, Elsevier, vol. 81(C).
- BRIK, Hatem & El OUAKDI, Jihene & FTITI, Zied, 2022. "Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics," Research in International Business and Finance, Elsevier, vol. 62(C).
- Grobys, Klaus & Huynh, Toan Luu Duc, 2022. "When Tether says “JUMP!” Bitcoin asks “How low?”," Finance Research Letters, Elsevier, vol. 47(PA).
- Maarten van Oordt, 2022. "The Emerging Autonomy–Stability Choice for Stablecoins," Tinbergen Institute Discussion Papers 22-015/IV, Tinbergen Institute.
- Arthur A. B. Pessa & Matjaz Perc & Haroldo V. Ribeiro, 2023. "Age and market capitalization drive large price variations of cryptocurrencies," Papers 2302.12319, arXiv.org.
- Yosuke Kakinuma, 2023. "Hedging role of stablecoins," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 30(1), pages 19-28, January.
- Douglas Arner & Raphael Auer & Jon Frost, 2020. "Stablecoins: potential, risks and regulation," BIS Working Papers 905, Bank for International Settlements.
- Richard K. Lyons & Ganesh Viswanath-Natraj, 2020. "What Keeps Stablecoins Stable?," NBER Working Papers 27136, National Bureau of Economic Research, Inc.
- Lyons, Richard K. & Viswanath-Natraj, Ganesh, 2023. "What keeps stablecoins stable?," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Chhatwani, Malvika & Parija, Arpit Kumar, 2023. "Who invests in cryptocurrency? The role of overconfidence among American investors," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 107(C).
- Timothy King & Dimitrios Koutmos & Francesco Saverio Stentella Lopes, 2021. "Cryptocurrency Mining Protocols: A Regulatory and Technological Overview," Palgrave Studies in Financial Services Technology, in: Timothy King & Francesco Saverio Stentella Lopes & Abhishek Srivastav & Jonathan Williams (ed.), Disruptive Technology in Banking and Finance, edition 1, chapter 0, pages 93-134, Palgrave Macmillan.
- Hanna Halaburda & Guillaume Haeringer & Joshua Gans & Neil Gandal, 2022.
"The Microeconomics of Cryptocurrencies,"
Journal of Economic Literature, American Economic Association, vol. 60(3), pages 971-1013, September.
- Hanna Halaburda & Guillaume Haeringer & Joshua S. Gans & Neil Gandal, 2020. "The Microeconomics of Cryptocurrencies," NBER Working Papers 27477, National Bureau of Economic Research, Inc.
- Hanna Halaburda & Guillaume Haeringer & Joshua Gans & Neil Gandal, 2021. "The Microeconomics of Cryptocurrencies," CESifo Working Paper Series 8841, CESifo.
- Gandal, Neil & Halaburda, Hanna & Haeringer, Guillaume & Gans, Joshua, 2020. "The Microeconomics of Cryptocurrencies," CEPR Discussion Papers 14972, C.E.P.R. Discussion Papers.
- Abate, Giorgio & Branzoli, Nicola & Gallo, Raffaele, 2023. "Crypto-Asset Markets: Structure, Market Developments in 2022 and Policy Considerations," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(3), pages 353-386.
- Force, ECB Crypto Assets Task, 2020. "Stablecoins: Implications for monetary policy, financial stability, market infrastructure and payments, and banking supervision in the euro area," Occasional Paper Series 247, European Central Bank.
- Alexander Lipton & Aetienne Sardon & Fabian Schar & Christian Schupbach, 2020. "From Tether to Libra: Stablecoins, Digital Currency and the Future of Money," Papers 2005.12949, arXiv.org.
- Gadzinski, Gregory & Castello, Alessio & Mazzorana, Florie, 2023. "Stablecoins: Does design affect stability?," Finance Research Letters, Elsevier, vol. 53(C).
- Saggese, Pietro & Belmonte, Alessandro & Dimitri, Nicola & Facchini, Angelo & Böhme, Rainer, 2023. "Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 251-270.
- Dora Almeida & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2022. "Uncertainty and Risk in the Cryptocurrency Market," JRFM, MDPI, vol. 15(11), pages 1-17, November.
- Anil Donmez & Alexander Karaivanov, 2022.
"Transaction fee economics in the Ethereum blockchain,"
Economic Inquiry, Western Economic Association International, vol. 60(1), pages 265-292, January.
- Alexander Karaivanov & Anil Donmez, 2021. "Transaction Fee Economics in the Ethereum Blockchain," Discussion Papers dp21-02, Department of Economics, Simon Fraser University.
More about this item
Keywords
stablecoin; depeg; USDC; Silicon Valley Bank; bank run; machine learning;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jfinte:v:3:y:2024:i:4:p:30-590:d:1542780. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.