Thorsten V. Koeppl
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Jonathan Chiu & Thorsten Koeppl & Hanna Yu & Shengxing Zhang, 2023.
"Understanding DeFi Through the Lens of a Production-Network Model,"
Staff Working Papers
23-42, Bank of Canada.
Cited by:
- Jonathan Chiu & Cyril Monnet, 2024. "Public and Private Money Creation for Distributed Ledgers: Stablecoins, Tokenized Deposits, or Central Bank Digital Currencies?," Staff Working Papers 24-35, Bank of Canada.
- Yichen Luo & Yebo Feng & Jiahua Xu & Paolo Tasca, 2024. "Piercing the Veil of TVL: DeFi Reappraised," Papers 2404.11745, arXiv.org, revised Jan 2025.
- Jonathan Chiu & Charles M. Kahn & Thorsten Koeppl, 2022.
"Grasping De(centralized) Fi(nance) Through the Lens of Economic Theory,"
Staff Working Papers
22-43, Bank of Canada.
- Jonathan Chiu & Charles M. Kahn & Thorsten V. Koeppl, 2022. "Grasping decentralized finance through the lens of economic theory," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1702-1728, November.
- Jonathan Chiu & Thorsten V. Koeppl & Charles M. Kahn, 2022. "Grasping De(centralized) Fi(nance) through the Lens of Economic Theory," Working Paper 1489, Economics Department, Queen's University.
Cited by:
- Naudts, Ellen, 2023. "The future of DAOs in finance - in need of legal status," Occasional Paper Series 331, European Central Bank.
- Proelss, Juliane & Sévigny, Stéphane & Schweizer, Denis, 2023. "GameFi: The perfect symbiosis of blockchain, tokens, DeFi, and NFTs?," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Jonathan Chiu & Thorsten Koeppl, 2022.
"PayTech and the D(ata) N(etwork) A(ctivities) of BigTech Platforms,"
Staff Working Papers
22-35, Bank of Canada.
Cited by:
- Zijian Wang, 2023.
"Money Laundering and the Privacy Design of Central Bank Digital Currency,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 604-632, December.
- Zijian Wang, 2023. "Code and data files for "Money Laundering and the Privacy Design of Central Bank Digital Currency"," Computer Codes 22-136, Review of Economic Dynamics.
- Zijian Wang, 2023.
"Money Laundering and the Privacy Design of Central Bank Digital Currency,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 604-632, December.
- Jonathan Chiu & Thorsten Koeppl, 2019.
"The Economics of Cryptocurrencies—Bitcoin and Beyond,"
Staff Working Papers
19-40, Bank of Canada.
- Jonathan Chiu, 2019. "The Economics of Cryptocurrencies -- Bitcoin and Beyond," 2019 Meeting Papers 425, Society for Economic Dynamics.
- Jonathan Chiu & Thorsten V. Koeppl, 2017. "The Economics Of Cryptocurrencies - Bitcoin And Beyond," Working Paper 1389, Economics Department, Queen's University.
Cited by:
- Donato Masciandaro, 2018. "Central Bank Digital Cash and Cryptocurrencies: Insights from a New Baumol–Friedman Demand for Money," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(4), pages 540-550, December.
- Tsang, Kwok Ping & Yang, Zichao, 2021. "The market for bitcoin transactions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
- 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.
- 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.
- Charles M. Kahn & Francisco Rivadeneyra & Tsz-Nga Wong, 2018.
"Should the Central Bank Issue E-money?,"
Staff Working Papers
18-58, Bank of Canada.
- Charles M. Kahn & Francisco Rivadeneyra & Tsz-Nga Wong, 2019. "Should the central bank issue e-money?," Working Papers 2019-3, Federal Reserve Bank of St. Louis.
- Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro, 2018. "Between Cash, Deposit And Bitcoin: Would We Like A Central Bank Digital Currency? Money Demand And Experimental Economics," BAFFI CAREFIN Working Papers 1875, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Parthajit Kayal & Purnima Rohilla, 2021. "Bitcoin in the economics and finance literature: a survey," SN Business & Economics, Springer, vol. 1(7), pages 1-21, July.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2023.
"Female unemployment, mobile money innovations and doing business by females,"
Working Papers of the African Governance and Development Institute.
23/033, African Governance and Development Institute..
- Simplice A. Asongu & Nicholas M. Odhiambo, 2023. "Female unemployment, mobile money innovations and doing business by females," Working Papers 23/033, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Nicholas M. Odhiambo, 2023. "Female unemployment, mobile money innovations and doing business by females," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA). 23/009, The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).
- Asongu, Simplice A & Odhiambo, Nicholas M, 2023. "Female unemployment, mobile money innovations and doing business by females," Working Papers 30126, University of South Africa, Department of Economics.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2023. "Female unemployment, mobile money innovations and doing business by females," Journal of Innovation and Entrepreneurship, Springer, vol. 12(1), pages 1-26, December.
- Raphael A. Auer & David Tercero-Lucas, 2021.
"Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments,"
CESifo Working Paper Series
9287, CESifo.
- Raphael Auer & David Tercero-Lucas, 2021. "Distrust or speculation? the socioeconomic drivers of U.S. cryptocurrency investments," BIS Working Papers 951, Bank for International Settlements.
- Auer, Raphael & Tercero-Lucas, David, 2021. "Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments," CEPR Discussion Papers 16518, C.E.P.R. Discussion Papers.
- Auer, Raphael & Tercero-Lucas, David, 2022. "Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments," Journal of Financial Stability, Elsevier, vol. 62(C).
- Simplice A. Asongu & Peter Agyemang-Mintah & Joseph Nnanna & Yolande E. Ngoungou, 2023.
"Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa,"
Working Papers
23/047, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Peter Agyemang-Mintah & Joseph Nnanna & Yolande E. Ngoungou, 2024. "Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-21, December.
- Simplice A. Asongu & Peter Agyemang-Mintah & Joseph Nnanna & Yolande E. Ngoungou, 2023. "Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA). 23/012, The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).
- Simplice A. Asongu & Peter Agyemang-Mintah & Joseph Nnanna & Yolande E. Ngoungou, 2023. "Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 23/047, African Governance and Development Institute..
- Brunnermeier, Markus & Abadi, Joseph, 2018.
"Blockchain Economics,"
CEPR Discussion Papers
13420, C.E.P.R. Discussion Papers.
- Joseph Abadi & Markus Brunnermeier, 2018. "Blockchain Economics," NBER Working Papers 25407, National Bureau of Economic Research, Inc.
- Joseph Abadi & Markus Brunnermeier, 2019. "Blockchain Economics," Working Papers 2019-12, Princeton University. Economics Department..
- Joseph Abadi & Markus K. Brunnermeier, 2022. "Blockchain Economics," Working Papers 22-15, Federal Reserve Bank of Philadelphia.
- Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024. "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Borgonovo, Emanuele & Caselli, Stefano & Cillo, Alessandra & Masciandaro, Donato & Rabitti, Giovanni, 2021. "Money, privacy, anonymity: What do experiments tell us?," Journal of Financial Stability, Elsevier, vol. 56(C).
- Thorsten Koeppl & Jeremy Kronick, 2018. "Tales from the Crypt - How to Regulate Initial Coin Offerings," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 525, November.
- Nikhil Malik & Manmohan Aseri & Param Vir Singh & Kannan Srinivasan, 2022. "Why Bitcoin Will Fail to Scale?," Management Science, INFORMS, vol. 68(10), pages 7323-7349, October.
- Sofia Priazhkina & Samuel Palmer & Pablo Martín-Ramiro & Román Orús & Samuel Mugel & Vladimir Skavysh, 2024. "Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm," Staff Working Papers 24-17, Bank of Canada.
- Julien Prat & Walter Benjamin, 2017.
"An Equilibrium Model of the Market for Bitcoin Mining,"
Working Papers
2017-15, Center for Research in Economics and Statistics.
- Julien Prat & Benjamin Walter, 2021. "An Equilibrium Model of the Market for Bitcoin Mining," Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2415-2452.
- Julien Prat & Benjamin Walter, 2021. "An Equilibrium Model of the Market for Bitcoin Mining," Post-Print hal-03506522, HAL.
- Julien Prat & Benjamin Walter, 2018. "An Equilibrium Model of the Market for Bitcoin Mining," CESifo Working Paper Series 6865, CESifo.
- Stinner, Jona & Tyrell, Marcel, 2022. "Proof-Of-Work Consensus Under Exogenous Distress: Evidence from Mining Shocks in the Bitcoin Ecosystem," VfS Annual Conference 2022 (Basel): Big Data in Economics 264115, Verein für Socialpolitik / German Economic Association.
- Mehmet Levent ERDAS & Abdullah Emre CAGLAR, 2018. "Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 27-45, December.
- Raphael Auer & Cyril Monnet & Hyun Song Shin, 2021.
"Distributed ledgers and the governance of money,"
BIS Working Papers
924, Bank for International Settlements.
- Raphael Auer & Cyril Monnet & Hyun Song Shin, 2021. "Distributed Ledgers and the Governance of Money," Working Papers 21.01, Swiss National Bank, Study Center Gerzensee.
- Raphael A. Auer & Cyril Monnet & Hyun Song Shin, 2021. "Distributed Ledgers and the Governance of Money," CESifo Working Paper Series 9441, CESifo.
- Auer, Raphael & Shin, Hyun Song & Monnet, Cyril, 2021. "Distributed Ledgers and the Governance of Money," CEPR Discussion Papers 16752, C.E.P.R. Discussion Papers.
- Ye Li & Simon Mayer & Simon Mayer, 2021. "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series 9260, CESifo.
- Cong, Lin William & Li, Ye & Wang, Neng, 2022.
"Token-based platform finance,"
Journal of Financial Economics, Elsevier, vol. 144(3), pages 972-991.
- Lin William Cong & Ye Li & Neng Wang, 2020. "Token-Based Platform Finance," NBER Working Papers 27810, National Bureau of Economic Research, Inc.
- Cong, Lin W. & Li, Ye & Wang, Neng, 2019. "Token-Based Platform Finance," Working Paper Series 2019-28, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Michael Sockin & Wei Xiong, 2021. "A Model of Cryptocurrencies," Working Papers 2021-67, Princeton University. Economics Department..
- Daisuke Ikeda, 2022. "Digital Money as a Medium of Exchange and Monetary Policy in Open Economies," IMES Discussion Paper Series 22-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Rod Garratt & Maarten van Oordt, 2020.
"Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies,"
Staff Working Papers
20-27, Bank of Canada.
- Rodney J. Garratt & Maarten R. C. van Oordt, 2023. "Why Fixed Costs Matter for Proof-of-Work–Based Cryptocurrencies," Management Science, INFORMS, vol. 69(11), pages 6482-6507, November.
- Simplice A. Asongu & Yolande E. Ngoungou & Joseph Nnanna, 2023.
"Mobile money innovations and health performance in sub-Saharan Africa,"
Working Papers of the African Governance and Development Institute.
23/038, African Governance and Development Institute..
- Asongu, Simplice A. & Ngoungou, Yolande E. & Nnanna, Joseph, 2023. "Mobile money innovations and health performance in sub-Saharan Africa," Technology in Society, Elsevier, vol. 74(C).
- Simplice A. Asongu & Yolande E. Ngoungou & Joseph Nnanna, 2023. "Mobile money innovations and health performance in sub-Saharan Africa," Working Papers 23/038, European Xtramile Centre of African Studies (EXCAS).
- Gidea, Marian & Goldsmith, Daniel & Katz, Yuri & Roldan, Pablo & Shmalo, Yonah, 2020. "Topological recognition of critical transitions in time series of cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 548(C).
- Ke Wu & Spencer Wheatley & Didier Sornette, 2018. "Classification of cryptocurrency coins and tokens by the dynamics of their market capitalisations," Papers 1803.03088, arXiv.org, revised May 2018.
- Silvia Bartolucci & Andrei Kirilenko, 2019. "A Model of the Optimal Selection of Crypto Assets," Papers 1906.09632, arXiv.org.
- Daniele Bianchi & Mykola Babiak, 2021. "A Factor Model for Cryptocurrency Returns," CERGE-EI Working Papers wp710, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Raffaella Barone & Donato Masciandaro, 2018.
"Cryptocurrency Or Usury? Crime And Alternative Money Laundering Techniques,"
BAFFI CAREFIN Working Papers
18101, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Raffaella Barone & Donato Masciandaro, 2019. "Cryptocurrency or usury? Crime and alternative money laundering techniques," European Journal of Law and Economics, Springer, vol. 47(2), pages 233-254, April.
- Wenpin Tang, 2022. "Stability of shares in the Proof of Stake Protocol -- Concentration and Phase Transitions," Papers 2206.02227, arXiv.org.
- Raphael Auer, 2019.
"Beyond the Doomsday Economics of “Proof-of-Work” in Cryptocurrencies,"
Globalization Institute Working Papers
355, Federal Reserve Bank of Dallas.
- Auer, Raphael, 2019. "Beyond the doomsday economics of "proof-of-work" in cryptocurrencies," CEPR Discussion Papers 13506, C.E.P.R. Discussion Papers.
- Raphael Auer, 2019. "Beyond the doomsday economics of "proof-of-work" in cryptocurrencies," BIS Working Papers 765, Bank for International Settlements.
- Michael Choi & Guillaume Rocheteau, 2019.
"Money Mining and Price Dynamics,"
2019 Meeting Papers
74, Society for Economic Dynamics.
- Michael Choi & Guillaume Rocheteau, 2021. "Money Mining and Price Dynamics," Post-Print hal-04120463, HAL.
- Michael Choi & Guillaume Rocheteau, 2021. "Money Mining and Price Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 246-294, October.
- Charles M. Kahn & Maarten R.C. van Oordt, 2022. "The Demand for Programmable Payments," Tinbergen Institute Discussion Papers 22-076/IV, Tinbergen Institute.
- Wenpin Tang & David D. Yao, 2023. "Trading under the proof‐of‐stake protocol – A continuous‐time control approach," Mathematical Finance, Wiley Blackwell, vol. 33(4), pages 979-1004, October.
- Emiliano S Pagnotta, 2022. "Decentralizing Money: Bitcoin Prices and Blockchain Security," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 866-907.
- Chiu, Jonathan & Wong, Tsz-Nga, 2022.
"Payments on digital platforms: Resiliency, interoperability and welfare,"
Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
- Jonathan Chiu & Tsz-Nga Wong, 2021. "Payments on Digital Platforms: Resiliency, Interoperability and Welfare," Staff Working Papers 21-19, Bank of Canada.
- Jonathan Chiu & Russell Wong, 2021. "Payments on Digital Platforms: Resiliency, Interoperability and Welfare," Working Paper 21-04, Federal Reserve Bank of Richmond.
- Hosain, Md Sajjad, 2018. "Bitcoin: Future transaction currency?," MPRA Paper 87588, University Library of Munich, Germany.
- Cornelia Pop & Ingrid-Emanuela Colonescu, 2021. "Cryptocurrencies’ Puzzle," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
- Hui, Cho-Hoi & Lo, Chi-Fai & Chau, Po-Hon & Wong, Andrew, 2020. "Does Bitcoin behave as a currency?: A standard monetary model approach," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Barros, Fernando & Bertolai, Jefferson & Carrijo, Matheus, 2023. "Cryptocurrency is accounting coordination: Selfish mining and double spending in a simple mining game," Mathematical Social Sciences, Elsevier, vol. 123(C), pages 25-50.
- Isaiah Hull & Or Sattath & Eleni Diamanti & Goran Wendin, 2020.
"Quantum Technology for Economists,"
Papers
2012.04473, arXiv.org, revised Oct 2021.
- Isaiah Hull & Or Sattath & Eleni Diamanti & Göran Wendin, 2024. "Quantum Technology for Economists," Contributions to Economics, Springer, number 978-3-031-50780-9, December.
- Hull, Isaiah & Sattath, Or & Diamanti, Eleni & Wendin, Göran, 2020. "Quantum Technology for Economists," Working Paper Series 398, Sveriges Riksbank (Central Bank of Sweden).
- Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta & Albert J. Menkveld, 2023.
"Equilibrium Bitcoin Pricing,"
Journal of Finance, American Finance Association, vol. 78(2), pages 967-1014, April.
- Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine & Menkveld, Albert J., 2018. "Equilibrium Bitcoin Pricing," TSE Working Papers 18-973, Toulouse School of Economics (TSE), revised Feb 2022.
- Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta & Albert J. Menkveld, 2020. "Equilibrium Bitcoin Pricing," EconPol Working Paper 48, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Bruno Biais & Albert Menkveld & Catherine Casamatta & Christophe Bisière & Matthieu Bouvard, 2019. "Equilibrium Bitcoin Pricing," 2019 Meeting Papers 360, Society for Economic Dynamics.
- Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta & Albert J. Menkveld, 2023. "Equilibrium bitcoin pricing," Post-Print hal-04067665, HAL.
- Alexander Karaivanov, 2021. "Blockchains, Collateral and Financial Contracts," Discussion Papers dp21-03, Department of Economics, Simon Fraser University.
- Garratt, Rodney J. & van Oordt, Maarten R.C., 2022.
"Entrepreneurial incentives and the role of initial coin offerings,"
Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
- Rod Garratt & Maarten van Oordt, 2019. "Entrepreneurial Incentives and the Role of Initial Coin Offerings," Staff Working Papers 19-18, Bank of Canada.
- Li, Yiting & Wang, Chien-Chiang, 2019. "Cryptocurrency, Imperfect Information, and Fraud," MPRA Paper 94309, University Library of Munich, Germany.
- Zhanyi Jiao & Steven Kou & Yang Liu & Ruodu Wang, 2022. "An axiomatic theory for anonymized risk sharing," Papers 2208.07533, arXiv.org, revised May 2023.
- Pierpaolo Benigno & Linda M. Schilling & Harald Uhlig, 2019.
"Cryptocurrencies, Currency Competition, and the Impossible Trinity,"
NBER Working Papers
26214, National Bureau of Economic Research, Inc.
- Benigno, Pierpaolo & Schilling, Linda & Uhlig, Harald, 2022. "Cryptocurrencies, Currency Competition, and The Impossible Trinity," CEPR Discussion Papers 13943, C.E.P.R. Discussion Papers.
- Benigno, Pierpaolo & Schilling, Linda M. & Uhlig, Harald, 2022. "Cryptocurrencies, currency competition, and the impossible trinity," Journal of International Economics, Elsevier, vol. 136(C).
- Pierpaolo Benigno & Linda M. Schilling & Harald Uhlig, 2021. "Cryptocurrencies, Currency Competition, and the Impossible Trinity," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Bertucci, Louis, 2024. "Bitcoin Ordinals: Determinants and impact on total transaction fees," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Lee, Chi-Chuan & Li, Xinrui & Yu, Chin-Hsien & Zhao, Jinsong, 2021. "Does fintech innovation improve bank efficiency? Evidence from China’s banking industry," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 468-483.
- Li, Yiting & Wang, Chien-Chiang, 2022. "A search-theoretic model of double-spending fraud," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
- Sovbetov, Yhlas, 2018.
"Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero,"
MPRA Paper
85036, University Library of Munich, Germany.
- Yhlas Sovbetov, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 1-27.
- Dionysopoulos, Lambis & Marra, Miriam & Urquhart, Andrew, 2024. "Central bank digital currencies: A critical review," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Michael Junho Lee & Antoine Martin & Robert M. Townsend, 2024. "Optimal Design of Tokenized Markets," Staff Reports 1121, Federal Reserve Bank of New York.
- Nick Arnosti & S. Matthew Weinberg, 2022. "Bitcoin: A Natural Oligopoly," Management Science, INFORMS, vol. 68(7), pages 4755-4771, July.
- Yuanyuan (Catherine) Chen, 2021. "Empirical analysis of bitcoin price," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 692-715, October.
- Marian Gidea & Daniel Goldsmith & Yuri Katz & Pablo Roldan & Yonah Shmalo, 2018. "Topological recognition of critical transitions in time series of cryptocurrencies," Papers 1809.00695, arXiv.org.
- Saketh Aleti & Bruce Mizrach, 2021. "Bitcoin spot and futures market microstructure," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(2), pages 194-225, February.
- Richard K. Lyons & Ganesh Viswanath-Natraj, 2020. "What Keeps Stablecoins Stable?," NBER Working Papers 27136, National Bureau of Economic Research, Inc.
- Michael Sockin & Wei Xiong, 2020. "A Model of Cryptocurrencies," NBER Working Papers 26816, National Bureau of Economic Research, Inc.
- Angelo Corelli, 2018. "Cryptocurrencies and Exchange Rates: A Relationship and Causality Analysis," Risks, MDPI, vol. 6(4), pages 1-11, October.
- Charles M. Kahn & Francisco Rivadeneyra & Tsz-Nga Wong, 2020.
"Eggs in One Basket: Security and Convenience of Digital Currencies,"
Working Papers
2020-032, Federal Reserve Bank of St. Louis.
- Charles M. Kahn & Francisco Rivadeneyra & Tsz-Nga Wong, 2021. "Eggs in One Basket: Security and Convenience of Digital Currencies," Staff Working Papers 21-6, Bank of Canada.
- D’Amato, Valeria & Levantesi, Susanna & Piscopo, Gabriella, 2022. "Deep learning in predicting cryptocurrency volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 596(C).
- Agostino Capponi & Sveinn Olafsson & Humoud Alsabah, 2021. "Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization?," Papers 2106.09783, arXiv.org.
- Simplice A. Asongu & Sara le Roux, 2023.
"The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa,"
Working Papers
23/016, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Sara le Roux, 2023. "The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA). 23/006, The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).
- Asongu, Simplice A. & le Roux, Sara, 2023. "The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa," Technological Forecasting and Social Change, Elsevier, vol. 191(C).
- Simplice A. Asongu & Sara le Roux, 2023. "The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 23/016, African Governance and Development Institute..
- Eloy Gil-Cordero & Juan Pedro Cabrera-Sánchez & Manuel Jesús Arrás-Cortés, 2020. "Cryptocurrencies as a Financial Tool: Acceptance Factors," Mathematics, MDPI, vol. 8(11), pages 1-16, November.
- Kang, Kee-Youn, 2019. "Cryptocurrency, Delivery Lag, and Double Spending History," MPRA Paper 93598, University Library of Munich, Germany.
- Osiebuni Collins OBU & Wilfred I. UKPERE, 2022. "The Implications of the Incursion of Cryptocurrency on the Effectiveness of Fiscal Policy," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 23(1), pages 134-150, June.
- Raphael Auer & Cyril Monnet & Hyun Song Shin, 2021. "Permissioned Distributed Ledgers and the Governance of Money," Diskussionsschriften dp2101, Universitaet Bern, Departement Volkswirtschaft.
- Rahman, Adib J., 2018. "Deflationary policy under digital and fiat currency competition," Research in Economics, Elsevier, vol. 72(2), pages 171-180.
- Wenpin Tang & David D. Yao, 2022. "Trading under the Proof-of-Stake Protocol -- a Continuous-Time Control Approach," Papers 2207.12581, arXiv.org, revised Jun 2023.
- Meyer Aaron & Francisco Rivadeneyra & Samantha Sohal, 2017. "Fintech: Is This Time Different? A Framework for Assessing Risks and Opportunities for Central Banks," Discussion Papers 17-10, Bank of Canada.
- OGURO Kazumasa & ISHIDA Ryo & YASUOKA Masaya, 2018. "Voluntary Provision of Public Goods and Cryptocurrency," Discussion papers 18081, Research Institute of Economy, Trade and Industry (RIETI).
- Jermann, Urban J., 2021. "Cryptocurrencies and Cagan’s model of hyperinflation," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Jinan Liu & Sajjadur Rahman & Apostolos Serletis, 2021. "Cryptocurrency shocks," Manchester School, University of Manchester, vol. 89(2), pages 190-202, March.
- Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanno Rabitti, 2018. "Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?," BAFFI CAREFIN Working Papers 1895, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Jinghong Wu & Ke Xu & Xinwei Zheng & Jian Chen, 2021. "Fractional cointegration in bitcoin spot and futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1478-1494, September.
- Marius GUST, 2018. "Cryptocurrencies. Technical And Functional Aspects," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 3(3), pages 198-212.
- Anil Savio Kavuri & Alistair Milne, 2019. "FinTech and the future of financial services: What are the research gaps?," CAMA Working Papers 2019-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jonathan Chiu & Thorsten Koeppl, 2018.
"Incentive Compatibility on the Blockchain,"
Staff Working Papers
18-34, Bank of Canada.
Cited by:
- Charles M. Kahn & Francisco Rivadeneyra & Tsz-Nga Wong, 2018.
"Should the Central Bank Issue E-money?,"
Staff Working Papers
18-58, Bank of Canada.
- Charles M. Kahn & Francisco Rivadeneyra & Tsz-Nga Wong, 2019. "Should the central bank issue e-money?," Working Papers 2019-3, Federal Reserve Bank of St. Louis.
- Charles M. Kahn & Francisco Rivadeneyra & Tsz-Nga Wong, 2018.
"Should the Central Bank Issue E-money?,"
Staff Working Papers
18-58, Bank of Canada.
- Jonathan Chiu & Thorsten Koeppl, 2018.
"Blockchain-Based Settlement for Asset Trading,"
Staff Working Papers
18-45, Bank of Canada.
- Jonathan Chiu & Thorsten V Koeppl, 2019. "Blockchain-Based Settlement for Asset Trading," The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1716-1753.
- Jonathan Chiu & Thorsten V. Koeppl, 2018. "Blockchain-based Settlement For Asset Trading," Working Paper 1397, Economics Department, Queen's University.
Cited by:
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- Romi Kher & Siri Terjesen & Chen Liu, 2021. "Blockchain, Bitcoin, and ICOs: a review and research agenda," Small Business Economics, Springer, vol. 56(4), pages 1699-1720, April.
- Lin William Cong & Zhiguo He & Jiasun Li, 2019.
"Decentralized Mining in Centralized Pools,"
NBER Working Papers
25592, National Bureau of Economic Research, Inc.
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"Optimal central banking policies: Envisioning the post-digital yuan economy with loan prime rate-setting,"
Emerging Markets Review, Elsevier, vol. 59(C).
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- Jing Jian Xiao & Chunsheng Tao, 2020. "Consumer finance/household finance: the definition and scope," China Finance Review International, Emerald Group Publishing Limited, vol. 11(1), pages 1-25, June.
- Raphael Auer & Cyril Monnet & Hyun Song Shin, 2021.
"Distributed ledgers and the governance of money,"
BIS Working Papers
924, Bank for International Settlements.
- Raphael Auer & Cyril Monnet & Hyun Song Shin, 2021. "Distributed Ledgers and the Governance of Money," Working Papers 21.01, Swiss National Bank, Study Center Gerzensee.
- Raphael A. Auer & Cyril Monnet & Hyun Song Shin, 2021. "Distributed Ledgers and the Governance of Money," CESifo Working Paper Series 9441, CESifo.
- Auer, Raphael & Shin, Hyun Song & Monnet, Cyril, 2021. "Distributed Ledgers and the Governance of Money," CEPR Discussion Papers 16752, C.E.P.R. Discussion Papers.
- Jain, Archana & Jain, Chinmay & Krystyniak, Karolina, 2023. "Blockchain transaction fee and Ethereum Merge," Finance Research Letters, Elsevier, vol. 58(PC).
- Jonathan Chiu & Thorsten V. Koeppl & Charles M. Kahn, 2022.
"Grasping De(centralized) Fi(nance) through the Lens of Economic Theory,"
Working Paper
1489, Economics Department, Queen's University.
- Jonathan Chiu & Charles M. Kahn & Thorsten V. Koeppl, 2022. "Grasping decentralized finance through the lens of economic theory," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1702-1728, November.
- Jonathan Chiu & Charles M. Kahn & Thorsten Koeppl, 2022. "Grasping De(centralized) Fi(nance) Through the Lens of Economic Theory," Staff Working Papers 22-43, Bank of Canada.
- 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.
- Zhen Liu & Tzuhui Wu & Fenghong Wang & Mohamed Osmani & Peter Demian, 2022. "Blockchain Enhanced Construction Waste Information Management: A Conceptual Framework," Sustainability, MDPI, vol. 14(19), pages 1-35, September.
- Notheisen, Benedikt & Marino, Vincenzo & Englert, Daniel & Weinhardt, Christof, 2019. "Trading stocks on blocks: The quality of decentralized markets," Working Paper Series in Economics 129, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Sokolov, Konstantin, 2021. "Ransomware activity and blockchain congestion," Journal of Financial Economics, Elsevier, vol. 141(2), pages 771-782.
- Khattak, Mudeer Ahmed & Ali, Mohsin & Azmi, Wajahat & Rizvi, Syed Aun R., 2023. "Digital transformation, diversification and stability: What do we know about banks?," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 122-132.
- Jakob Hackel & Wolfgang Haunold & Hannes Hermanky & Alfred Taudes, 2021. "Distributed ledger technologies for securities settlement – the case for running T2S on DLT," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/21, pages 13-33.
- Geng, Hongyan & Guo, Pin & Cheng, Maoyong, 2023. "The dark side of bank FinTech: Evidence from a transition economy," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1811-1830.
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- Itay Goldstein & Deeksha Gupta & Ruslan Sverchkov, 2024. "Utility Tokens as a Commitment to Competition," Journal of Finance, American Finance Association, vol. 79(6), pages 4197-4246, December.
- Michael Junho Lee & Antoine Martin & Robert M. Townsend, 2024. "Zero Settlement Risk Token Systems," Staff Reports 1120, Federal Reserve Bank of New York.
- Muhammad Owais Qarni & Saiqb Gulzar, 2021. "Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-37, December.
- Michael Choi & Guillaume Rocheteau, 2019.
"Money Mining and Price Dynamics,"
2019 Meeting Papers
74, Society for Economic Dynamics.
- Michael Choi & Guillaume Rocheteau, 2021. "Money Mining and Price Dynamics," Post-Print hal-04120463, HAL.
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- Mr. Boileau Loko & Yuanchen Yang, 2022. "Fintech, Female Employment, and Gender Inequality," IMF Working Papers 2022/108, International Monetary Fund.
- Charles M. Kahn & Maarten R.C. van Oordt, 2022. "The Demand for Programmable Payments," Tinbergen Institute Discussion Papers 22-076/IV, Tinbergen Institute.
- Schuster, Philipp & Theissen, Erik & Uhrig-Homburg, Marliese, 2020. "Finanzwirtschaftliche Anwendungen der Blockchain-Technologie," CFR Working Papers 20-02, University of Cologne, Centre for Financial Research (CFR).
- Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
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"Building trust takes time: limits to arbitrage for blockchain-based assets,"
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- Matteo Benetton & Giovanni Compiani, 2024. "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 197-236.
- Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta, 2019.
"The Blockchain Folk Theorem,"
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- Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine, 2017. "The blockchain folk theorem," TSE Working Papers 17-817, Toulouse School of Economics (TSE), revised Jan 2018.
- Bruno Biais & Christophe Bisiere & Matthieu Bouvard & Catherine Casamatta, 2017. "The Blockchain Folk Theorem," Swiss Finance Institute Research Paper Series 17-75, Swiss Finance Institute.
- Bruno Biais & Christophe Bisière & Matthieu, Bouvard & Catherine Casamatta, 2019. "The blockchain folk theorem," Post-Print hal-02281914, HAL.
- Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine, 2017. "The blockchain folk theorem," IDEI Working Papers 873, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2017.
- Guillaume Rocheteau & Lucie Lebeau & Tai-Wei Hu & Younghwan In, 2018. "Gradual Bargaining in Decentralized Asset Markets," Working Papers 181904, University of California-Irvine, Department of Economics.
- Sun, Yi & Jiang, Shiqing & Jia, Wanjiao & Wang, Yu, 2022. "Blockchain as a cutting-edge technology impacting business: A systematic literature review perspective," Telecommunications Policy, Elsevier, vol. 46(10).
- 'Alvaro Cartea & Fayc{c}al Drissi & Marcello Monga, 2023. "Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision," Papers 2309.08431, arXiv.org, revised Jun 2024.
- Hubert Pun & Jayashankar M. Swaminathan & Pengwen Hou, 2021. "Blockchain Adoption for Combating Deceptive Counterfeits," Production and Operations Management, Production and Operations Management Society, vol. 30(4), pages 864-882, April.
- Lan Di & George X. Yuan & Tu Zeng, 2021. "The consensus equilibria of mining gap games related to the stability of Blockchain Ecosystems," The European Journal of Finance, Taylor & Francis Journals, vol. 27(4-5), pages 419-440, March.
- Hao, Jing & Peng, Mengzu & He, Wenjia, 2023. "Digital finance development and bank liquidity creation," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Chod, Jiri & Lyandres, Evgeny, 2023. "Product market competition with crypto tokens and smart contracts," Journal of Financial Economics, Elsevier, vol. 149(1), pages 73-91.
- Abakah, Emmanuel Joel Aikins & Wali Ullah, GM & Adekoya, Oluwasegun B. & Osei Bonsu, Christiana & Abdullah, Mohammad, 2023. "Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 218-243.
- Amini, Hamed & Deguest, Romain & Iyidogan, Engin & Minca, Andreea, 2024. "Blockchain adoption and optimal reinsurance design," European Journal of Operational Research, Elsevier, vol. 318(1), pages 341-353.
- Ji, Yu & Shi, Lina & Zhang, Shunming, 2022. "Digital finance and corporate bankruptcy risk: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
- Liu, Shiang & Sun, Liang, 2024. "Navigating uncharted skies: The role of pilot CEO in FinTech adoption," Finance Research Letters, Elsevier, vol. 62(PA).
- Bonaparte, Yosef, 2022. "Time horizon and cryptocurrency ownership: Is crypto not speculative?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Yuxuan Lu & Qian Qi & Xi Chen, 2023. "A Framework of Transaction Packaging in High-throughput Blockchains," Papers 2301.10944, arXiv.org.
- Dionysopoulos, Lambis & Marra, Miriam & Urquhart, Andrew, 2024. "Central bank digital currencies: A critical review," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Bellardini, Luca & Del Gaudio, Belinda Laura & Previtali, Daniele & Verdoliva, Vincenzo, 2022. "How do banks invest in fintechs? Evidence from advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Jonathan Chiu & Thorsten V. Koeppl, 2022. "The economics of cryptocurrency: Bitcoin and beyond," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1762-1798, November.
- Korniotis, George & Bhambhwani, Siddharth & Delikouras, Stefanos, 2019. "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers 13724, C.E.P.R. Discussion Papers.
- Wang, Xiaoting & Hou, Siyuan & Kyaw, Khine & Xue, Xupeng & Liu, Xueqin, 2023. "Exploring the determinants of Fintech Credit: A comprehensive analysis," Economic Modelling, Elsevier, vol. 126(C).
- Tan, Changchun & Mo, Lingyu & Wu, Xiaomeng & Zhou, Peng, 2024. "Fintech development and corporate credit risk: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Mariana Khapko & Marius Zoican, 2020. "How Fast Should Trades Settle?," Management Science, INFORMS, vol. 66(10), pages 4573-4593, October.
- Lai, Xiaobing & Yue, Shujing & Guo, Chong & Zhang, Xinhe, 2023. "Does FinTech reduce corporate excess leverage? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 281-299.
- Marcello Monga, 2024. "Automated Market Making and Decentralized Finance," Papers 2407.16885, arXiv.org.
- Agostino Capponi & Ruizhe Jia, 2021. "The Adoption of Blockchain-based Decentralized Exchanges," Papers 2103.08842, arXiv.org, revised Jul 2021.
- Bonaparte, Yosef & Bernile, Gennaro, 2023. "A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets," Finance Research Letters, Elsevier, vol. 52(C).
- Patel, Ritesh & Migliavacca, Milena & Oriani, Marco E., 2022. "Blockchain in banking and finance: A bibliometric review," Research in International Business and Finance, Elsevier, vol. 62(C).
- Bonaparte, Yosef, 2024. "Do entrepreneurs use cryptocurrency to hedge against their business risk?," Finance Research Letters, Elsevier, vol. 62(PB).
- Cheng, Maoyong & Qu, Yang, 2020. "Does bank FinTech reduce credit risk? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
- Borri, Nicola & Shakhnov, Kirill, 2023. "Cryptomarket discounts," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Khan, Nida & Kchouri, Bilal & Yatoo, Nissar Ahmad & Kräussl, Zsofia & Patel, Anass & State, Radu, 2022. "Tokenization of sukuk: Ethereum case study," Global Finance Journal, Elsevier, vol. 51(C).
- Michael Brolley & Marius Zoican, 2019. "Liquid Speed: On-Demand Fast Trading at Distributed Exchanges," Papers 1907.10720, arXiv.org.
- Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022.
"YOLO trading: Riding with the herd during the GameStop episode,"
Finance Research Letters, Elsevier, vol. 46(PA).
- Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021. "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints 230679, ZBW - Leibniz Information Centre for Economics.
- Philipp Schuster & Erik Theissen & Marliese Uhrig-Homburg, 2020. "Finanzwirtschaftliche Anwendungen der Blockchain-Technologie [Applications of Blockchain Technology in Finance]," Schmalenbach Journal of Business Research, Springer, vol. 72(2), pages 125-147, June.
- Qian Chen & Chuang Shen, 2024. "How FinTech Affects Bank Systemic Risk: Evidence from China," Journal of Financial Services Research, Springer;Western Finance Association, vol. 65(1), pages 77-101, February.
- Jiang, Shangrong & Li, Yuze & Wang, Shouyang & Zhao, Lin, 2022. "Blockchain competition: The tradeoff between platform stability and efficiency," European Journal of Operational Research, Elsevier, vol. 296(3), pages 1084-1097.
- Saroj Bhattarai & Mohammad Davoodalhosseini & Zhenning Zhao, 2024. "Central Bank Digital Currency and Transmission of Monetary Policy," Staff Working Papers 24-27, Bank of Canada.
- Perrons, Robert K. & Cosby, Tonya, 2020. "Applying blockchain in the geoenergy domain: The road to interoperability and standards," Applied Energy, Elsevier, vol. 262(C).
- Narayan Bulusu & Pierre Guérin, 2018.
"What Drives Interbank Loans? Evidence from Canada,"
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- Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
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- 'Alvaro Cartea & Fayc{c}al Drissi & Marcello Monga, 2023. "Decentralised Finance and Automated Market Making: Execution and Speculation," Papers 2307.03499, arXiv.org, revised Jul 2024.
- Bhambhwani, Siddharth M. & Huang, Allen H., 2024. "Auditing decentralized finance," The British Accounting Review, Elsevier, vol. 56(2).
- Cong, Lin William & Mayer, Simon, 2022. "The Coming Battle of Digital Currencies," Applied Economics and Policy Working Paper Series 320020, Cornell University, Department of Applied Economics and Management.
- Dimitrios Koutmos & Wang Chun Wei, 2023. "Nowcasting bitcoin’s crash risk with order imbalance," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 125-154, July.
- Lennart Ante, 2020. "A place next to Satoshi: foundations of blockchain and cryptocurrency research in business and economics," Scientometrics, Springer;Akadémiai Kiadó, vol. 124(2), pages 1305-1333, August.
- Matteo Benetton & Giovanni Compiani, 2020. "Investors’ Beliefs and Asset Prices: A Structural Model of Cryptocurrency Demand," Working Papers 2020-107, Becker Friedman Institute for Research In Economics.
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- Dounia Marbouh & Mecit Can Emre Simsekler & Khaled Salah & Raja Jayaraman & Samer Ellahham, 2022. "Blockchain for Patient Safety: Use Cases, Opportunities and Open Challenges," Data, MDPI, vol. 7(12), pages 1-19, December.
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- Jonathan Chiu & Thorsten V. Koeppl, 2014.
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Cited by:
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- Thorsten Koeppl & Jonathan Chiu, 2013.
"Trading Dynamics With Adverse Selection and Search,"
2013 Meeting Papers
201, Society for Economic Dynamics.
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"Markets with Multidimensional Private Information,"
2013 Meeting Papers
210, Society for Economic Dynamics.
- Veronica Guerrieri & Robert Shimer, 2018. "Markets with Multidimensional Private Information," American Economic Journal: Microeconomics, American Economic Association, vol. 10(2), pages 250-274, May.
- Robert Shimer & Veronica Guerrieri, 2012. "Markets with Multidimensional Private Information," 2012 Meeting Papers 1192, Society for Economic Dynamics.
- Veronica Guerrieri & Robert Shimer, 2014. "Markets with Multidimensional Private Information," NBER Working Papers 20623, National Bureau of Economic Research, Inc.
- Yumi Saita & Chihiro Shimizu & Tsutomu Watanabe, 2013. "Aging and Real Estate Prices:Evidence from Japanese and US Regional Data," UTokyo Price Project Working Paper Series 014, University of Tokyo, Graduate School of Economics, revised Dec 2013.
- Jonathan Chiu & Thorsten V. Koeppl, 2014. "Livin' On The Edge With Ratings: Liquidity, Efficiency And Stability," Working Paper 1335, Economics Department, Queen's University.
- Jose V. Rodriguez Mora & Christian Bauer, 2012. "Equilibrium Intermediation and Resource Allocation With a Frictional Credit Market," 2012 Meeting Papers 843, Society for Economic Dynamics.
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"Trade With Asymmetric Information,"
Working Papers Central Bank of Chile
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"Search-based models of money and finance: An integrated approach,"
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"Interventions in Markets with Adverse Selection: Implications for Discount Window Stigma,"
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- Huberto M. Ennis, 2019. "Interventions in Markets with Adverse Selection: Implications for Discount Window Stigma," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1737-1764, October.
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"Private Information in Over-the-Counter Markets,"
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"Efficiency and information transmission in bilateral trading,"
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"Adverse selection and self-fulfilling business cycles,"
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- Robert Shimer & Veronica Guerrieri, 2013.
"Markets with Multidimensional Private Information,"
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210, Society for Economic Dynamics.
- Thorsten V. Koeppl, 2013.
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"Dealers' Insurance, Market Structure, And Liquidity,"
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- Francesca Carapella & Cyril Monnet, 2020. "Dealers' insurance, market structure, and liquidity," BIS Working Papers 861, Bank for International Settlements.
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- Bank for International Settlements, 2019. "Establishing viable capital markets," CGFS Papers, Bank for International Settlements, number 62.
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- Radoslav Raykov, 2016. "To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse," Staff Working Papers 16-4, Bank of Canada.
- Narayan Bulusu & Pierre Guérin, 2018.
"What Drives Interbank Loans? Evidence from Canada,"
Staff Working Papers
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- Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
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- Gould, Martin D. & Hautsch, Nikolaus & Howison, Sam D. & Porter, Mason A., 2017. "Counterparty credit limits: An effective tool for mitigating counterparty risk?," CFS Working Paper Series 581, Center for Financial Studies (CFS).
- Jonathan Chiu & Thorsten Koeppl, 2011.
"Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery,"
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- Jonathan Chiu & Thorsten V. Koeppl, 2016. "Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(3), pages 969-1000.
- Jonathan Chiu & Thorsten V. Koeppl, 2011. "Trading Dynamics With Adverse Selection And Search: Market Freeze, Intervention And Recovery," Working Paper 1267, Economics Department, Queen's University.
Cited by:
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BIS Working Papers
866, Bank for International Settlements.
- Wenqian Huang & Elöd Takáts, 2024. "Model Risk at Central Counterparties: Is Skin in the Game a Game Changer?," International Journal of Central Banking, International Journal of Central Banking, vol. 20(3), pages 161-184, July.
- Huang, Wenqian & Takáts, Előd, 2024. "Model risk at central counterparties: is skin in the game a game changer?," LSE Research Online Documents on Economics 124360, London School of Economics and Political Science, LSE Library.
- Massimiliano Affinito & Matteo Piazza, 2021.
"Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
- Massimiliano Affinito & Matteo Piazza, 2018. "Always look on the bright side? Central counterparties and interbank markets during the financial crisis," Temi di discussione (Economic working papers) 1181, Bank of Italy, Economic Research and International Relations Area.
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Post-Print
halshs-00738566, HAL.
- Bruno Biais & Florian Heider & Marie Hoerova, 2012. "Clearing, Counterparty Risk, and Aggregate Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(2), pages 193-222, July.
- Biais, Bruno & Heider, Florian & Hoerova, Marie, 2012. "Clearing, counterparty risk and aggregate risk," Working Paper Series 1481, European Central Bank.
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HEC Research Papers Series
1112, HEC Paris.
- Boissel, Charles & Derrien, François & Örs, Evren & Thesmar, David, 2016. "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series 10, European Systemic Risk Board.
- Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David, 2017. "Systemic risk in clearing houses: Evidence from the European repo market," Journal of Financial Economics, Elsevier, vol. 125(3), pages 511-536.
- Fiedor, Paweł, 2018. "Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets," ESRB Working Paper Series 72, European Systemic Risk Board.
- James Hansen & Angus Moore, 2016. "The Efficiency of Central Clearing: A Segmented Markets Approach," RBA Research Discussion Papers rdp2016-07, Reserve Bank of Australia.
- Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012.
"Internalization, Clearing and Settlement, and Liquidity,"
Discussion Paper
2012-002, Tilburg University, Center for Economic Research.
- Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
- Francesca Carapella & Cyril Monnet, 2018.
"Dealers' Insurance, Market Structure, And Liquidity,"
Diskussionsschriften
dp1812, Universitaet Bern, Departement Volkswirtschaft.
- Cyril Monnet & Francesca Carapella, 2013. "Dealers' Insurance, Market Structure And Liquidity," 2013 Meeting Papers 1144, Society for Economic Dynamics.
- Francesca Carapella & Cyril Monnet, 2020. "Dealers' insurance, market structure, and liquidity," BIS Working Papers 861, Bank for International Settlements.
- Francesca Carapella & Cyril Monnet, 2017. "Dealers' Insurance, Market Structure, And Liquidity," Finance and Economics Discussion Series 2017-119, Board of Governors of the Federal Reserve System (U.S.).
- Carapella, Francesca & Monnet, Cyril, 2020. "Dealers’ insurance, market structure, and liquidity," Journal of Financial Economics, Elsevier, vol. 138(3), pages 725-753.
- Jessie Jiaxu Wang & Agostino Capponi & Hongzhong Zhang, 2022. "A Theory of Collateral Requirements for Central Counterparties," Management Science, INFORMS, vol. 68(9), pages 6993-7017, September.
- Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc, 2019.
"Anti-cyclical versus risk-sensitive margin strategies in central clearing,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 117-131.
- Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc, 2017. "Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing," Corvinus Economics Working Papers (CEWP) 2017/03, Corvinus University of Budapest.
- Bellia, Mario & Girardi, Giulio & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas, 2024.
"The demand for central clearing: To clear or not to clear, that is the question!,"
Journal of Financial Stability, Elsevier, vol. 72(C).
- Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas A., 2017. "The demand for central clearing: to clear or not to clear, that is the question," ESRB Working Paper Series 62, European Systemic Risk Board.
- Bellia, Mario & Girardi, Giulio & Panzica, Roberto Calogero & Pelizzon, Loriana & Peltonen, Tuomo, 2022. "The demand for central clearing: To clear or not to clear, that is the question," SAFE Working Paper Series 193, Leibniz Institute for Financial Research SAFE, revised 2022.
- Thorsten V. Koeppl, 2011. "Time for Stability in Derivatives Markets – a New Look at Central Counterparty Clearing for Securities Markets," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 329, May.
- Ron Berndsen, 2021. "Fundamental questions on central counterparties: A review of the literature," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2009-2022, December.
- Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015.
"CoMargin,"
Working Papers
halshs-00979440, HAL.
- Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017. "CoMargin," Post-Print hal-03579309, HAL.
- Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017. "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2183-2215, October.
- Cyril Monnet, 2010. "Let's make it clear: how central counterparties save(d) the day," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 1-10.
- Sumon Kumar Bhaumik & Manisha Chakrabarty & Ali M. Kutan & Ekta Selarka, 2021.
"How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(4), pages 795-818, December.
- Bhaumik, Sumon Kumar & Chakrabarty, Manisha & Kutan, Ali M. & Selarka, Ekta, 2018. "How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market," GLO Discussion Paper Series 290, Global Labor Organization (GLO).
- Acharya, Viral & Iyer, Aaditya M. & Sundaram, Rangarajan K, 2020.
"Risk-Sharing and the Creation of Systemic Risk,"
CEPR Discussion Papers
15269, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Aaditya M. Iyer & Rangarajan K. Sundaram, 2020. "Risk-Sharing and the Creation of Systemic Risk," JRFM, MDPI, vol. 13(8), pages 1-38, August.
- Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018.
"Transparency and Collateral : Central versus Bilateral Clearing,"
Finance and Economics Discussion Series
2018-017, Board of Governors of the Federal Reserve System (U.S.).
- Antinolfi, Gaetano & Carapella, Francesca & Carli, Francesco, 2022. "Transparency and collateral: central versus bilateral clearing," Theoretical Economics, Econometric Society, vol. 17(1), January.
- Vincent Bignon & Guillaume Vuillemey, 2020.
"The Failure of a Clearinghouse: Empirical Evidence [Counterparty risk externality: centralized versus over-the-counter markets],"
Review of Finance, European Finance Association, vol. 24(1), pages 99-128.
- Vuillemey, Guillaume & Bignon, Vincent, 2016. "The Failure of a Clearinghouse: Empirical Evidence," CEPR Discussion Papers 11630, C.E.P.R. Discussion Papers.
- V. Bignon & G. Vuillemey, 2017. "The Failure of a Clearinghouse:Empirical Evidence," Working papers 638, Banque de France.
- Vuillemey, G. & Breton, R., 2014. "Endogenous Derivative Networks," Working papers 483, Banque de France.
- Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc, 2019. "Optimal margin requirement," Finance Research Letters, Elsevier, vol. 31(C).
- Sylvia Xiao & Randall Wright & Guillaume Rocheteau, 2017.
"Open Market Operations,"
2017 Meeting Papers
345, Society for Economic Dynamics.
- Rocheteau, Guillaume & Wright, Randall & Xiaolin Xiao, Sylvia, 2018. "Open market operations," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 114-128.
- Capponi, Agostino & Cheng, Wan-Schwin Allen & Giglio, Stefano & Haynes, Richard, 2022. "The collateral rule: Evidence from the credit default swap market," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 58-86.
- Wenqian Huang & Albert J. Menkveld & Shihao Yu, 2021.
"Central Counterparty Exposure in Stressed Markets,"
Management Science, INFORMS, vol. 67(6), pages 3596-3617, June.
- Wenqian Huang & Albert Menkveld & Shihao Yu, 2019. "Central counterparty exposure in stressed markets," BIS Working Papers 833, Bank for International Settlements.
- Darrell Duffie & Martin Scheicher & Guillaume Vuillemey, 2014.
"Central Clearing and Collateral Demand,"
NBER Working Papers
19890, National Bureau of Economic Research, Inc.
- Scheicher, Martin & Vuillemey, Guillaume & Duffie, Darrell, 2014. "Central clearing and collateral demand," Working Paper Series 1638, European Central Bank.
- Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume, 2015. "Central clearing and collateral demand," Journal of Financial Economics, Elsevier, vol. 116(2), pages 237-256.
- Darrell Duffie & Martin Schneicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," Economics Working Papers 14104, Hoover Institution, Stanford University.
- Barroso, Ricardo Vieira & Lima, Joaquim Ignacio Alves Vasconcellos & Lucchetti, Alexandre Henrique & Cajueiro, Daniel Oliveira, 2016. "Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning," MPRA Paper 73308, University Library of Munich, Germany.
- Guillaume Vuillemey, 2020. "The Value of Central Clearing," Journal of Finance, American Finance Association, vol. 75(4), pages 2021-2053, August.
- Jonathan Chiu & Thorsten Koeppl, 2019.
"The Economics of Cryptocurrencies—Bitcoin and Beyond,"
Staff Working Papers
19-40, Bank of Canada.
- Jonathan Chiu, 2019. "The Economics of Cryptocurrencies -- Bitcoin and Beyond," 2019 Meeting Papers 425, Society for Economic Dynamics.
- Jonathan Chiu & Thorsten V. Koeppl, 2017. "The Economics Of Cryptocurrencies - Bitcoin And Beyond," Working Paper 1389, Economics Department, Queen's University.
- Jonathan Chiu & Thorsten V. Koeppl, 2022. "The economics of cryptocurrency: Bitcoin and beyond," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1762-1798, November.
- Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012.
"Heterogeneous Beliefs in Over-The-Counter Markets,"
Discussion Papers in Economics
13/03, Division of Economics, School of Business, University of Leicester, revised Sep 2013.
- De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014. "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 50-68.
- Hans Degryse & Mark Van Achter & Gunther Wuyts, 2022. "Plumbing of Securities Markets: The Impact of Post-trade Fees on Trading and Welfare," Management Science, INFORMS, vol. 68(1), pages 635-653, January.
- Berndsen, Ron, 2020.
"Five Fundamental Questions on Central Counterparties,"
Discussion Paper
2020-028, Tilburg University, Center for Economic Research.
- Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Other publications TiSEM 1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
- Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2019. "Transparency and Collateral: The Design of CCPs' Loss Allocation Rules," Finance and Economics Discussion Series 2019-058, Board of Governors of the Federal Reserve System (U.S.).
- Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013. "Central Clearing and Asset Prices," Tinbergen Institute Discussion Papers 13-181/IV/DSF67, Tinbergen Institute.
- Cucic, Dominic, 2022. "Central clearing and loss allocation rules," Journal of Financial Markets, Elsevier, vol. 59(PA).
- Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015.
"The impact of CCPs� margin policies on Repo markets,"
Temi di discussione (Economic working papers)
1028, Bank of Italy, Economic Research and International Relations Area.
- Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs' margin policies on repo markets," BIS Working Papers 515, Bank for International Settlements.
- Borghan Nezami Narajabad & Cyril Monnet, 2012. "Why Rent When You Can Buy? A Theory of Repurchase Agreements," 2012 Meeting Papers 647, Society for Economic Dynamics.
- Vuillemey, Guillaume, 2023. "Mitigating fire sales with a central clearing counterparty," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- Albert Menkveld & Emiliano Pagnotta & Marius Andrei Zoican, 2016. "Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets," Working Papers hal-01253702, HAL.
- Francesco Carli & Francesca Carapella & Gaetano Antinolfi, 2014. "Clearing, transparency, and collateral," 2014 Meeting Papers 1090, Society for Economic Dynamics.
- Thorsten V. Koeppl, 2013. "The Limits Of Central Counterparty Clearing: Collusive Moral Hazard And Market Liquidity," Working Paper 1312, Economics Department, Queen's University.
- Thorsten Koeppl & Cyril Monnet & Erwan Quintin, 2008.
"Efficient institutions,"
Working Papers
08-33, Federal Reserve Bank of Philadelphia.
Cited by:
- Jonathan Pogach, 2010. "Efficient Auditing and Enforcement in Dynamic Contracts," 2010 Meeting Papers 572, Society for Economic Dynamics.
- Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2007.
"A dynamic model of the payment system,"
Working Papers
07-22, Federal Reserve Bank of Philadelphia.
Cited by:
- Monnet, Cyril & Roberds, William, 2008. "Optimal pricing of payment services," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1428-1440, November.
- Cyril Monnet & William Roberds, 2007. "Optimal pricing of payment services when cash is an alternative," Working Papers 07-26, Federal Reserve Bank of Philadelphia.
- Thorsten Koeppl & Cyril Monnet, 2006.
"Central Counterparties,"
2006 Meeting Papers
513, Society for Economic Dynamics.
- Koeppl, Thorsten V. & Monnet, Cyril, 2008. "Central counterparties," CFS Working Paper Series 2008/42, Center for Financial Studies (CFS).
Cited by:
- Bruno Biais & Florian Heider & Marie Hoerova, 2012.
"Clearing, counterparty risk and aggregate risk,"
Post-Print
halshs-00738566, HAL.
- Bruno Biais & Florian Heider & Marie Hoerova, 2012. "Clearing, Counterparty Risk, and Aggregate Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(2), pages 193-222, July.
- Biais, Bruno & Heider, Florian & Hoerova, Marie, 2012. "Clearing, counterparty risk and aggregate risk," Working Paper Series 1481, European Central Bank.
- Thorsten V. Koeppl, 2011. "Time for Stability in Derivatives Markets – a New Look at Central Counterparty Clearing for Securities Markets," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 329, May.
- Joshua Slive & Jonathan Witmer & Elizabeth Woodman, 2012. "Liquidity and Central Clearing: Evidence from the CDS Market," Staff Working Papers 12-38, Bank of Canada.
- David Mills & Francesca Carapella, 2012. "Information insensitive securities: the benefits of central counterparties," 2012 Meeting Papers 1032, Society for Economic Dynamics.
- Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 1-23, January.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers 12-35, Bank of Canada.
- Thorsten V. Koeppl, 2013. "The Limits Of Central Counterparty Clearing: Collusive Moral Hazard And Market Liquidity," Working Paper 1312, Economics Department, Queen's University.
- Monnet, Cyril & Koeppl, Thorsten Volker & Temzelides, Ted, 2006.
"A dynamic model of settlement,"
Working Paper Series
604, European Central Bank.
- Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2008. "A dynamic model of settlement," Journal of Economic Theory, Elsevier, vol. 142(1), pages 233-246, September.
- Cyril Monnet & Ted Temzelides & Thorsten V. Koeppl, 2006. "A Dynamic Model Of Settlement," Working Paper 1053, Economics Department, Queen's University.
Cited by:
- Daniel, Sanches, 2011.
"A dynamic model of unsecured credit,"
Journal of Economic Theory, Elsevier, vol. 146(5), pages 1941-1964, September.
- Daniel R. Sanches, 2010. "A dynamic model of unsecured credit," Working Papers 11-2, Federal Reserve Bank of Philadelphia.
- Tomura, Hajime, 2018.
"Payment instruments and collateral in the interbank payment system,"
Journal of Economic Theory, Elsevier, vol. 178(C), pages 82-104.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 056, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 032, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 072, University of Tokyo, Graduate School of Economics, revised Sep 2016.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 036, University of Tokyo, Graduate School of Economics.
- Guillaume Rocheteau & Pierre-Olivier Weill, 2011.
"Liquidity in frictional asset markets,"
Working Papers (Old Series)
1105, Federal Reserve Bank of Cleveland.
- Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in Frictional Asset Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 261-282, October.
- Guillaume Rocheteau & Pierre‐Olivier Weill, 2011. "Liquidity in Frictional Asset Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 261-282, October.
- Antoine Martin & Michael J. Orlando & David R. Skeie, 2006.
"Payment networks in a search model of money,"
Staff Reports
263, Federal Reserve Bank of New York.
- Antoine Martin & Michael Orlando & David Skeie, 2006. "Payments network in a search model of money," 2006 Meeting Papers 580, Society for Economic Dynamics.
- Antoine Martin & Michael Orlando & David Skeie, 2008. "Payment networks in a search model of money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 104-132, January.
- Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2012.
"Optimal clearing arrangements for financial trades,"
Journal of Financial Economics, Elsevier, vol. 103(1), pages 189-203.
- Cyril Monnet & Ted Temzelides & Thorsten V. Koeppl, 2009. "Optimal Clearing Arrangements For Financial Trades," Working Paper 1222, Economics Department, Queen's University.
- Aleksander Berentsen & Cyril Monet, 2006.
"Monetary Policy in a Channel System,"
IEW - Working Papers
295, Institute for Empirical Research in Economics - University of Zurich.
- Aleksander Berentsen & Cyril Monnet, 2007. "Monetary Policy in a Channel System," CESifo Working Paper Series 1929, CESifo.
- Berentsen, Aleksander & Monnet, Cyril, 2008. "Monetary policy in a channel system," Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1067-1080, September.
- Aleksander Berentsen & Cyril Monnet, 2008. "Monetary policy in a channel system," Working Papers 08-7, Federal Reserve Bank of Philadelphia.
- James Chapman & Jonathan Chiu & Miguel Molico, 2010.
"Central Bank Haircut Policy,"
Staff Working Papers
10-23, Bank of Canada.
- James Chapman & Jonathan Chiu & Miguel Molico, 2011. "Central bank haircut policy," Annals of Finance, Springer, vol. 7(3), pages 319-348, August.
- Martin, Antoine & Monnet, Cyril, 2011.
"Monetary Policy Implementation Frameworks: A Comparative Analysis,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(S1), pages 145-189, April.
- Antoine Martin & Cyril Monnet, 2008. "Monetary policy implementation frameworks: a comparative analysis," Staff Reports 313, Federal Reserve Bank of New York.
- Antoine Martin & Cyril Monnet, 2009. "Monetary policy implementation frameworks: a comparative analysis," Working Papers 09-27, Federal Reserve Bank of Philadelphia.
- Charles M. Kahn & William Roberds, 2009.
"Payments Settlement: Tiering in Private and Public Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 855-884, August.
- Charles M. Kahn & William Roberds, 2009. "Payments Settlement: Tiering in Private and Public Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 855-884, August.
- Alessandro Marchesiani & Aleksander Berentsen, 2010. "Standing Facilities Versus Open Market Operations: Equivalence Results," 2010 Meeting Papers 929, Society for Economic Dynamics.
- Thor Koeppl & Cyril Monnet & Ted Temzelides, 2007. "Payments and Mechanism Design," Working Paper 1124, Economics Department, Queen's University.
- Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Staff Working Papers 07-28, Bank of Canada.
- Sylvia Xiao & Randall Wright & Guillaume Rocheteau, 2017.
"Open Market Operations,"
2017 Meeting Papers
345, Society for Economic Dynamics.
- Rocheteau, Guillaume & Wright, Randall & Xiaolin Xiao, Sylvia, 2018. "Open market operations," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 114-128.
- Rocheteau, Guillaume, 2012.
"The cost of inflation: A mechanism design approach,"
Journal of Economic Theory, Elsevier, vol. 147(3), pages 1261-1279.
- Guillaume Rocheteau, 2011. "The cost of inflation: a mechanism design approach," Working Papers (Old Series) 1103, Federal Reserve Bank of Cleveland.
- Kocherlakota, Narayana & Wright, Randall, 2008. "Introduction to monetary and macro economics," Journal of Economic Theory, Elsevier, vol. 142(1), pages 1-4, September.
- Guillaume Rocheteau & Jose Antonio Rodriguez-Lopez, 2013.
"Liquidity Provision, Interest Rates, and Unemployment,"
Working Papers
121311, University of California-Irvine, Department of Economics.
- Rocheteau, Guillaume & Rodriguez-Lopez, Antonio, 2014. "Liquidity provision, interest rates, and unemployment," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 80-101.
- Mati Dubrovinsky, 2014. "A Speedier and More Efficient Payments System for Canada," e-briefs 190, C.D. Howe Institute.
- Jonathan Chiu & Thorsten Koeppl, 2019.
"The Economics of Cryptocurrencies—Bitcoin and Beyond,"
Staff Working Papers
19-40, Bank of Canada.
- Jonathan Chiu, 2019. "The Economics of Cryptocurrencies -- Bitcoin and Beyond," 2019 Meeting Papers 425, Society for Economic Dynamics.
- Jonathan Chiu & Thorsten V. Koeppl, 2017. "The Economics Of Cryptocurrencies - Bitcoin And Beyond," Working Paper 1389, Economics Department, Queen's University.
- Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2007. "A dynamic model of the payment system," Working Papers 07-22, Federal Reserve Bank of Philadelphia.
- Jonathan Chiu & Thorsten V. Koeppl, 2022. "The economics of cryptocurrency: Bitcoin and beyond," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1762-1798, November.
- Chiu, Jonathan & Koeppl, Thorsten V, 2017. "The economics of cryptocurrencies – bitcoin and beyond," Working Paper Series 20278, Victoria University of Wellington, School of Economics and Finance.
- Monnet, Cyril & Roberds, William, 2008. "Optimal pricing of payment services," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1428-1440, November.
- Cyril Monnet & William Roberds, 2006. "Credit and the no-surcharge rule," FRB Atlanta Working Paper 2006-25, Federal Reserve Bank of Atlanta.
- Daniel R. Sanches, 2013. "Banking crises and the role of bank coalitions," Working Papers 13-28, Federal Reserve Bank of Philadelphia.
- Choi, Hyung Sun, 2023. "Money, payments systems, limited participation, and central banking," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Cyril Monnet & William Roberds, 2007. "Optimal pricing of payment services when cash is an alternative," Working Papers 07-26, Federal Reserve Bank of Philadelphia.
- Daniel R. Sanches, 2015.
"On the welfare properties of fractional reserve banking,"
Working Papers
15-20, Federal Reserve Bank of Philadelphia.
- Daniel R. Sanches, 2013. "On the welfare properties of fractional reserve banking," Working Papers 13-32, Federal Reserve Bank of Philadelphia.
- Chao Gu & Fabrizio Mattesini & Randall Wright, 2013. "Banking: A New Monetarist Approach," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 636-662.
- Guillaume Rocheteau, 2011.
"On the coexistence of money and higher-return assets and its social role,"
Working Papers (Old Series)
1104, Federal Reserve Bank of Cleveland.
- Hu, Tai-Wei & Rocheteau, Guillaume, 2013. "On the coexistence of money and higher-return assets and its social role," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2520-2560.
- Daniel Dias, 2006.
"Measuring the Importance of the Uniform Nonsynchronization Hypothesis,"
Working Papers
w200603, Banco de Portugal, Economics and Research Department.
- Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C., 2006. "Measuring the importance of the uniform nonsynchronization hypothesis," Working Paper Series 606, European Central Bank.
- Wandhöfer, Ruth, 2019. "Technology innovation in financial markets : Implications for money, payments and settlement finality," Other publications TiSEM b7d8b24a-dbf4-4f82-b596-3, Tilburg University, School of Economics and Management.
- Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2005.
"Mechanism Design and Payments,"
2005 Meeting Papers
11, Society for Economic Dynamics.
- Ted Temzelides & Cyril Monnet & Thor Koeppl, 2007. "Mechanism design and Payments," 2007 Meeting Papers 23, Society for Economic Dynamics.
Cited by:
- Cyril Monnet & Ted Temzelides & Thorsten V. Koeppl, 2006.
"A Dynamic Model Of Settlement,"
Working Paper
1053, Economics Department, Queen's University.
- Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2008. "A dynamic model of settlement," Journal of Economic Theory, Elsevier, vol. 142(1), pages 233-246, September.
- Monnet, Cyril & Koeppl, Thorsten Volker & Temzelides, Ted, 2006. "A dynamic model of settlement," Working Paper Series 604, European Central Bank.
- Huberto M. Ennis & John A. Weinberg, 2007. "Interest on reserves and daylight credit," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 111-142.
- Benjamin Lester, 2006. "A Model of Interbank Settlement," 2006 Meeting Papers 282, Society for Economic Dynamics.
- Koeppl, Thorsten Volker, 2004.
"Risk sharing through financial markets with endogenous enforcement of trades,"
Working Paper Series
319, European Central Bank.
- Koppl, Thorsten V., 2006. "Risk sharing through financial markets with endogenous enforcement of trades," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.
- Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
- Thorsten V. Koeppl, 2004. "Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades," Working Paper 1048, Economics Department, Queen's University.
Cited by:
- Costas Azariadis & Leo Kaas, 2004. "Endogenous Financial Development and Multiple Growth Regimes," Economic Working Papers at Centro de Estudios Andaluces E2004/08, Centro de Estudios Andaluces.
- Thorsten V. Koeppl, 2004.
"Differentiability Of The Efficient Frontier When Commitment To Risk Sharing Is Limited,"
Working Paper
1049, Economics Department, Queen's University.
- Koeppl Thorsten V., 2006. "Differentiability of the Efficient Frontier when Commitment to Risk Sharing is Limited," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(1), pages 1-6, April.
Cited by:
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008.
"Formal and informal risk sharing in LDCs: theory and empirical evidence,"
Post-Print
hal-02658650, HAL.
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CESifo Working Paper Series 2184, CESifo.
- Jullien, Bruno & Magnac, Thierry & Dubois, Pierre, 2007. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CEPR Discussion Papers 6060, C.E.P.R. Discussion Papers.
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," Econometrica, Econometric Society, vol. 76(4), pages 679-725, July.
- Dubois, Pierre & Jullien, Bruno & Magnac, Thierry, 2007. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," IZA Discussion Papers 2842, Institute of Labor Economics (IZA).
- Dubois, P. & Jullien, B. & Magnac, T., 2006. "Formal and informal risk sharing in LDCs : theory and empirical evidence," Economics Working Paper Archive (Toulouse) 200608, French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse).
- Dubois, Pierre & Jullien, Bruno & Magnac, Thierry, 2005. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," IDEI Working Papers 351, Institut d'Économie Industrielle (IDEI), Toulouse, revised Dec 2007.
- Jullien, Bruno & Magnac, Thierry & Dubois, Pierre, 2008. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CEPR Discussion Papers 6661, C.E.P.R. Discussion Papers.
- Popov, Latchezar, 2016. "Stochastic costly state verification and dynamic contracts," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 1-22.
- Guilherme Carmona, 2006. "On the optimality of the equality matching form of sociality," Nova SBE Working Paper Series wp489, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Kai Arvai, 2021. "The Political Economy of Currency Unions," Working papers 850, Banque de France.
- Jan Werner & Ramon Marimon, 2015.
"Envelope Theorem, Euler, and Bellman Equations without Differentiability,"
2015 Meeting Papers
1415, Society for Economic Dynamics.
- Marimon, Ramon & Werner, Jan, 2021. "The envelope theorem, Euler and Bellman equations, without differentiability," Journal of Economic Theory, Elsevier, vol. 196(C).
- Huang, Pidong, 2013. "Optimal Unemployment Insurance With Different Types of Job," MPRA Paper 46626, University Library of Munich, Germany.
- Andrew Clausen & Carlo Strub, 2016.
"A General and Intuitive Envelope Theorem,"
Edinburgh School of Economics Discussion Paper Series
274, Edinburgh School of Economics, University of Edinburgh.
- Clausen, Andrew & Strub, Carlo, 2013. "A General and Intuitive Envelope Theorem," SIRE Discussion Papers 2015-43, Scottish Institute for Research in Economics (SIRE).
- Carlo Strub & Andrew Clausen, 2014. "A General and Intuitive Envelope Theorem," 2014 Meeting Papers 235, Society for Economic Dynamics.
- Andrew Clausen & Carlo Strub, 2012. "Envelope theorems for non-smooth and non-concave optimization," ECON - Working Papers 062, Department of Economics - University of Zurich.
- Andrew Clausen & Carlo Strub, 2014. "A General and Intuitive Envelope Theorem," Edinburgh School of Economics Discussion Paper Series 248, Edinburgh School of Economics, University of Edinburgh.
- William Fuchs & Francesco Lippi, 2005.
"Monetary Union with Voluntary Participation,"
Discussion Papers
04-013, Stanford Institute for Economic Policy Research.
- William Fuchs & Francesco Lippi, 2004. "Monetary union with voluntary participation," Temi di discussione (Economic working papers) 512, Bank of Italy, Economic Research and International Relations Area.
- Lippi, Francesco & Fuchs, William, 2003. "Monetary Union with Voluntary Participation," CEPR Discussion Papers 4122, C.E.P.R. Discussion Papers.
- Tessa Bold, 2008. "Implications of Endogenous Group Formation for Efficient Risk-Sharing," Economics Series Working Papers 387, University of Oxford, Department of Economics.
- Manuel Santos & Juan Pablo Rincon-Zapatero, 2007.
"Differentiability of the Value Function without Interiority Assumptions,"
Working Papers
0704, University of Miami, Department of Economics.
- Santos, Manuel S., 2007. "Differentiability of the value function without interiority assumptions," UC3M Working papers. Economics we071405, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Rincón-Zapatero, Juan Pablo & Santos, Manuel S., 2009. "Differentiability of the value function without interiority assumptions," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1948-1964, September.
- Neele Balke & Thibaut Lamadon, 2022. "Productivity Shocks, Long-Term Contracts, and Earnings Dynamics," American Economic Review, American Economic Association, vol. 112(7), pages 2139-2177, July.
- Thibaut Lamadon, 2014. "Productivity Shocks, Dynamic Contracts and Income Uncertainty," 2014 Meeting Papers 243, Society for Economic Dynamics.
- Monnet, Cyril & Koeppl, Thorsten Volker, 2004.
"Guess what: it's the settlements!,"
Working Paper Series
375, European Central Bank.
- Cyril Monnet & Thorsten V. Koeppl, 2005. "Guess What: It's The Settlements!," Working Paper 1051, Economics Department, Queen's University.
Cited by:
- Holthausen, Cornelia & Tapking, Jens, 2007.
"Raising rival's costs in the securities settlement industry,"
Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 91-116, January.
- Holthausen, Cornelia & Tapking, Jens, 2004. "Raising rival's costs in the securities settlement industry," Working Paper Series 376, European Central Bank.
- Tapking, Jens & Yang, Jing, 2006.
"Horizontal and Vertical Integration in Securities Trading and Settlement,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1765-1795, October.
- Tapking, Jens & Yang, Jing, 2004. "Horizontal and vertical integration and securities trading and settlement," Working Paper Series 387, European Central Bank.
- Jens Tapking & Jing Yang, 2004. "Horizontal and vertical integration in securities trading and settlement," Bank of England working papers 245, Bank of England.
- Koppl, Thorsten V. & Monnet, Cyril, 2007. "Guess what: It's the settlements! Vertical integration as a barrier to efficient exchange consolidation," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3013-3033, October.
- Serifsoy, Baris, 2007. "Stock exchange business models and their operative performance," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 2978-3012, October.
- Tapking, Jens, 2007. "Pricing of settlement link services and mergers of central securities depositories," Working Paper Series 710, European Central Bank.
- Frédéric Cherbonnier & Séverine Vandelanoite, 2007. "Enjeux économiques liés à l’intégration des industries du post-marché en Europe," Revue d'Économie Financière, Programme National Persée, vol. 89(3), pages 123-142.
- Koeppl, Thorsten Volker, 2003.
"Optimal dynamic risk sharing when enforcement is a decision variable,"
Working Paper Series
282, European Central Bank.
- Koeppl, Thorsten V., 2007. "Optimal dynamic risk sharing when enforcement is a decision variable," Journal of Economic Theory, Elsevier, vol. 134(1), pages 34-60, May.
- Thorsten V. Koeppl, 2005. "Optimal Dynamic Risk Sharing When Enforcement Is A Decision Variable," Working Paper 1050, Economics Department, Queen's University.
Cited by:
- Xavier Mateos-Planas & Giulio Seccia, 2013. "Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment," Working Papers 711, Queen Mary University of London, School of Economics and Finance.
- Latchezar Popov, 2014. "Enforcement frictions and optimal lending contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(1), pages 195-222, September.
- Beth Allen, 2006. "Market games with asymmetric information: the core," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(2), pages 465-487, October.
- Thorsten V. Koeppl, 2004.
"Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades,"
Working Paper
1048, Economics Department, Queen's University.
- Koppl, Thorsten V., 2006. "Risk sharing through financial markets with endogenous enforcement of trades," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.
- Koeppl, Thorsten Volker, 2004. "Risk sharing through financial markets with endogenous enforcement of trades," Working Paper Series 319, European Central Bank.
- Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
- Gaetano Antinolfi, 2012.
"Costly Monitoring, Dynamic Incentives, and Default,"
2012 Meeting Papers
892, Society for Economic Dynamics.
- Antinolfi, Gaetano & Carli, Francesco, 2015. "Costly monitoring, dynamic incentives, and default," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 105-119.
- Erwan Quintin & Cyril Monnet & Thorsten Koeppl, 2008.
"The Poor, the Rich and the Enforcer: Institutional Choice and Growth,"
2008 Meeting Papers
281, Society for Economic Dynamics.
- Cyril Monnet & Erwan Quintin & Thorsten V. Koeppl, 2007. "The Poor, The Rich And The Enforcer: Institutional Choice And Growth," Working Paper 1150, Economics Department, Queen's University.
- Thorsten Koeppl & Cyril Monnet & Erwan Quintin, 2008. "The poor, the rich and the enforcer: institutional choice and growth," Working Papers 0801, Federal Reserve Bank of Dallas.
- Thorsten Koeppl & Cyril Monnet & Erwan Quintin, 2014. "Efficient contract enforcement," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(1), pages 161-183, January.
- Jonathan Pogach, 2010. "Efficient Auditing and Enforcement in Dynamic Contracts," 2010 Meeting Papers 572, Society for Economic Dynamics.
- Xiao, Tiaojun & Yang, Danqin, 2009. "Risk sharing and information revelation mechanism of a one-manufacturer and one-retailer supply chain facing an integrated competitor," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1076-1085, August.
- Camera, Gabriele & Gioffré, Alessandro, 2014.
"Game-theoretic foundations of monetary equilibrium,"
Journal of Monetary Economics, Elsevier, vol. 63(C), pages 51-63.
- Camera, Gabriele & Gioffré, Alessandro, 2013. "Game-theoretic foundations of monetary equilibrium," SAFE Working Paper Series 32, Leibniz Institute for Financial Research SAFE.
- Xavier Mateos-Planas & Giulio Seccia, 2014. "Consumer default with complete markets: default-based pricing and finite punishment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 549-583, August.
- Thorsten Koeppl & Cyril Monnet & Erwan Quintin, 2008. "Efficient institutions," Working Papers 08-33, Federal Reserve Bank of Philadelphia.
- Bidian, Florin & Bejan, Camelia, 2011.
"Martingale properties of self-enforcing debt,"
MPRA Paper
36609, University Library of Munich, Germany, revised 12 Feb 2012.
- Florin Bidian & Camelia Bejan, 2015. "Martingale properties of self-enforcing debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 35-57, September.
- Thorsten V. Koppl & James MacGee, 2001.
"Limited enforcement and efficient interbank arrangements,"
Working Papers
608, Federal Reserve Bank of Minneapolis.
Cited by:
- Charles M. Kahn & William Roberds, 2002.
"Payments settlement under limited enforcement: Private versus public systems,"
FRB Atlanta Working Paper
2002-33, Federal Reserve Bank of Atlanta.
- William Roberds & Charles M. Kahn, 2004. "Payments Settlement under Limited Enforcement: Private versus Public Systems," Econometric Society 2004 North American Winter Meetings 13, Econometric Society.
- James MacGee & Thorsten V. Koeppl, 2005. "What Banks Do And Markets Don't: Cross-subsidization," Working Paper 1052, Economics Department, Queen's University.
- Koeppl, Thorsten V. & MacGee, James C., 2009. "What broad banks do, and markets don't: Cross-subsidization," European Economic Review, Elsevier, vol. 53(2), pages 222-236, February.
- Charles M. Kahn & William Roberds, 2002.
"Payments settlement under limited enforcement: Private versus public systems,"
FRB Atlanta Working Paper
2002-33, Federal Reserve Bank of Atlanta.
Articles
- Jonathan Chiu & Thorsten V Koeppl, 2019.
"Blockchain-Based Settlement for Asset Trading,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1716-1753.
See citations under working paper version above.
- Jonathan Chiu & Thorsten V. Koeppl, 2018. "Blockchain-based Settlement For Asset Trading," Working Paper 1397, Economics Department, Queen's University.
- Jonathan Chiu & Thorsten Koeppl, 2018. "Blockchain-Based Settlement for Asset Trading," Staff Working Papers 18-45, Bank of Canada.
- Thorsten V. Koeppl & James C. MacGee, 2017.
"Mortgage Insurance Deductibles: An Idea Whose Time Hasn’t Come,"
C.D. Howe Institute Commentary, C.D. Howe Institute, issue 485, July.
Cited by:
- Farah Omran & Jeremy Kronick, 2019. "Productivity and the Financial Services Sector – How to Achieve New Heights," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 555, October.
- Jeremy Kronick, 2018. "Productivity and the Financial Sector – What’s Missing?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 508, April.
- Thorsten Koeppl & Jeremy Kronick, 2017.
"Blockchain Technology – What’s in Store for Canada’s Economy and Financial Markets?,"
C.D. Howe Institute Commentary, C.D. Howe Institute, issue 468, February.
Cited by:
- Christie Smith & Aaron Kumar, 2018.
"Crypto‐Currencies – An Introduction To Not‐So‐Funny Moneys,"
Journal of Economic Surveys, Wiley Blackwell, vol. 32(5), pages 1531-1559, December.
- Aaron Kumar & Christie Smith, 2017. "Crypto-currencies – An introduction to not-so-funny moneys," Reserve Bank of New Zealand Analytical Notes series AN2017/07, Reserve Bank of New Zealand.
- Thorsten Koeppl & Jeremy Kronick, 2018. "Tales from the Crypt - How to Regulate Initial Coin Offerings," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 525, November.
- Alexander Karaivanov, 2021. "Blockchains, Collateral and Financial Contracts," Discussion Papers dp21-03, Department of Economics, Simon Fraser University.
- Hanna C. Norberg, 2019. "Unblocking the Bottlenecks and Making the Global Supply Chain Transparent: How Blockchain Technology Can Update Global Trade," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 12(9), March.
- Christie Smith & Aaron Kumar, 2018.
"Crypto‐Currencies – An Introduction To Not‐So‐Funny Moneys,"
Journal of Economic Surveys, Wiley Blackwell, vol. 32(5), pages 1531-1559, December.
- Jonathan Chiu & Thorsten V. Koeppl, 2016.
"Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(3), pages 969-1000.
See citations under working paper version above.
- Jonathan Chiu & Thorsten Koeppl, 2011. "Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery," Staff Working Papers 11-30, Bank of Canada.
- Jonathan Chiu & Thorsten V. Koeppl, 2011. "Trading Dynamics With Adverse Selection And Search: Market Freeze, Intervention And Recovery," Working Paper 1267, Economics Department, Queen's University.
- Thorsten V. Koeppl & James MacGee, 2015.
"Mortgage Insurance as a Macroprudential Tool: Dealing with the Risk of a Housing Market Crash in Canada,"
C.D. Howe Institute Commentary, C.D. Howe Institute, issue 430, July.
Cited by:
- William B.P. Robson & Alexandre Laurin, 2019. "Less Debt, More Growth: A Shadow Federal Budget for 2019," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 531, February.
- William B.P. Robson & Alex Laurin, 2016. "Where the Bucks Stop: A Shadow Federal Budget for 2016," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 447, March.
- William B.P. Robson & Alexandre Laurin & Rosalie Wyonch, 2018. "Righting the Course: A Shadow Federal Budget for 2018," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 503, February.
- William B. P. Robson & Alexandre Laurin & Rosalie Wyonch, 2017. "Getting Real: A Shadow Federal Budget for 2017," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 470, February.
- Thorsten Koeppl & Cyril Monnet & Erwan Quintin, 2014.
"Efficient contract enforcement,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(1), pages 161-183, January.
Cited by:
- Latchezar Popov, 2014. "Enforcement frictions and optimal lending contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(1), pages 195-222, September.
- Adriano Campos Menezes & Jaime Orrillo, 2018. "Concerning The Seizure Of Collateral In Collateralized Loan Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-9, September.
- Latchezar Popov & Toshihiko Mukoyama, 2015.
"Industrialization and the Evolution of Enforcement Institutions,"
2015 Meeting Papers
1275, Society for Economic Dynamics.
- Toshihiko Mukoyama & Latchezar Popov, 2020. "Industrialization and the evolution of enforcement institutions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(3), pages 745-788, April.
- Borys Grochulski & Yuzhe Zhang, 2019. "Optimal liquidity policy with shadow banking," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(4), pages 967-1015, November.
- Antonio Antunes & Tiago Cavalcanti & Anne Villamil, 2012.
"The Effects of Credit Subsidies on Development,"
Centre for Growth and Business Cycle Research Discussion Paper Series
176, Economics, The University of Manchester.
- António Antunes & Tiago Cavalcanti & Anne Villamil, 2015. "The effects of credit subsidies on development," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 1-30, January.
- Jan U. Auerbach, 2019. "Property rights enforcement with unverifiable incomes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(3), pages 701-735, October.
- Bidian, Florin & Bejan, Camelia, 2011.
"Martingale properties of self-enforcing debt,"
MPRA Paper
36609, University Library of Munich, Germany, revised 12 Feb 2012.
- Florin Bidian & Camelia Bejan, 2015. "Martingale properties of self-enforcing debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 35-57, September.
- Nadezhda V. Baryshnikova & Ngoc T.A. Pham & Maria M. Wihardja, 2016. "Does Political and Economic Inequality Affect Institutional Quality?," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 190-208, June.
- Jeff S. Johnson & Ravipreet S. Sohi, 2016. "Understanding and resolving major contractual breaches in buyer–seller relationships: a grounded theory approach," Journal of the Academy of Marketing Science, Springer, vol. 44(2), pages 185-205, March.
- Monnet, Cyril & Quintin, Erwan, 2017. "Limited disclosure and hidden orders in asset markets," Journal of Financial Economics, Elsevier, vol. 123(3), pages 602-616.
- Thorsten V. Koeppl & Cyril Monnet, 2013.
"Compensation par contrepartie centrale et assurance contre le risque systémique sur les marchés dérivés de gré à gré,"
Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 179-196.
Cited by:
- Berndsen, Ron, 2020.
"Five Fundamental Questions on Central Counterparties,"
Discussion Paper
2020-028, Tilburg University, Center for Economic Research.
- Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Other publications TiSEM 1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
- Berndsen, Ron, 2020.
"Five Fundamental Questions on Central Counterparties,"
Discussion Paper
2020-028, Tilburg University, Center for Economic Research.
- Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2012.
"Optimal clearing arrangements for financial trades,"
Journal of Financial Economics, Elsevier, vol. 103(1), pages 189-203.
See citations under working paper version above.
- Cyril Monnet & Ted Temzelides & Thorsten V. Koeppl, 2009. "Optimal Clearing Arrangements For Financial Trades," Working Paper 1222, Economics Department, Queen's University.
- Koeppl, Thorsten V. & MacGee, James C., 2009.
"What broad banks do, and markets don't: Cross-subsidization,"
European Economic Review, Elsevier, vol. 53(2), pages 222-236, February.
Cited by:
- Thorsten V. Koeppl & James MacGee, 2007. "Branching Out: The Urgent Need to Transform Canada’s Financial Landscape and How to Do It," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 251, June.
- Alin OPREANA & Simona VINEREAN, 2015. "Analysis of the Economic Research Context after the Outbreak of the Economic Crisis of 2007-2009," Expert Journal of Economics, Sprint Investify, vol. 3(1), pages 77-92.
- Thorsten V. Koeppl, 2009.
"How Flexible Can Inflation Targeting Be? Suggestions for the Future of Canada's Targeting Regime,"
C.D. Howe Institute Commentary, C.D. Howe Institute, issue 293, August.
Cited by:
- William B.P. Robson, 2009. "To the Next Level: From Gold Standard to Inflation Targets - to Price Stability?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 285, March.
- Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2008.
"A dynamic model of settlement,"
Journal of Economic Theory, Elsevier, vol. 142(1), pages 233-246, September.
See citations under working paper version above.
- Monnet, Cyril & Koeppl, Thorsten Volker & Temzelides, Ted, 2006. "A dynamic model of settlement," Working Paper Series 604, European Central Bank.
- Cyril Monnet & Ted Temzelides & Thorsten V. Koeppl, 2006. "A Dynamic Model Of Settlement," Working Paper 1053, Economics Department, Queen's University.
- Thorsten V. Koeppl & James MacGee, 2007.
"Branching Out: The Urgent Need to Transform Canada’s Financial Landscape and How to Do It,"
C.D. Howe Institute Commentary, C.D. Howe Institute, issue 251, June.
Cited by:
- David Johnson, 2008. "School Grades: Identifying British Columbia's Best Schools," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 258, February.
- Charles Freedman & Clyde Goodlet, 2007. "Financial Stability: What It Is and Why It Matters," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 256, November.
- Koppl, Thorsten V. & Monnet, Cyril, 2007.
"Guess what: It's the settlements! Vertical integration as a barrier to efficient exchange consolidation,"
Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3013-3033, October.
Cited by:
- Antoine Martin & James J. McAndrews, 2008.
"A study of competing designs for a liquidity-saving mechanism,"
Staff Reports
336, Federal Reserve Bank of New York.
- Martin, Antoine & McAndrews, James, 2010. "A study of competing designs for a liquidity-saving mechanism," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1818-1826, August.
- Steffen Juranek & Uwe Walz, 2020. "Organizational Design, Competition, and Financial Exchanges," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 132-163, January.
- Li, Shaofang & Marinč, Matej, 2016. "Competition in the clearing and settlement industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 134-162.
- Juranek, Steffen & Walz, Uwe, 2010. "Vertical integration, competition, and financial exchanges: Is there grain in the silo?," CFS Working Paper Series 2010/22, Center for Financial Studies (CFS).
- Li, Shaofang & Marinč, Matej, 2018. "Economies of scale and scope in financial market infrastructures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 17-49.
- Sauer, Stephan & Mercier, Fabien, 2013. "Optimal CSD reshaping towards T2S," Working Paper Series 1549, European Central Bank.
- Antoine Martin & James J. McAndrews, 2008.
"A study of competing designs for a liquidity-saving mechanism,"
Staff Reports
336, Federal Reserve Bank of New York.
- Koeppl, Thorsten V., 2007.
"Optimal dynamic risk sharing when enforcement is a decision variable,"
Journal of Economic Theory, Elsevier, vol. 134(1), pages 34-60, May.
See citations under working paper version above.
- Koeppl, Thorsten Volker, 2003. "Optimal dynamic risk sharing when enforcement is a decision variable," Working Paper Series 282, European Central Bank.
- Thorsten V. Koeppl, 2005. "Optimal Dynamic Risk Sharing When Enforcement Is A Decision Variable," Working Paper 1050, Economics Department, Queen's University.
- Koppl, Thorsten V., 2006.
"Risk sharing through financial markets with endogenous enforcement of trades,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.
See citations under working paper version above.
- Koeppl, Thorsten Volker, 2004. "Risk sharing through financial markets with endogenous enforcement of trades," Working Paper Series 319, European Central Bank.
- Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
- Thorsten V. Koeppl, 2004. "Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades," Working Paper 1048, Economics Department, Queen's University.
- Koeppl Thorsten V., 2006.
"Differentiability of the Efficient Frontier when Commitment to Risk Sharing is Limited,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(1), pages 1-6, April.
See citations under working paper version above.
- Thorsten V. Koeppl, 2004. "Differentiability Of The Efficient Frontier When Commitment To Risk Sharing Is Limited," Working Paper 1049, Economics Department, Queen's University.