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General equilibrium cryptocurrency pricing in an OLG model

Author

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  • Bertrand Crettez

    (CRED - Centre de Recherche en Economie et Droit - Université Paris-Panthéon-Assas)

  • Lisa Morhaim

    (CRED - Centre de Recherche en Economie et Droit - Université Paris-Panthéon-Assas)

Abstract

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Suggested Citation

  • Bertrand Crettez & Lisa Morhaim, 2022. "General equilibrium cryptocurrency pricing in an OLG model," Post-Print hal-04103599, HAL.
    • Handle: RePEc:hal:journl:hal-04103599
    DOI: 10.1016/j.mathsocsci.2022.02.003
    Note: View the original document on HAL open archive server: https://univ-pantheon-assas.hal.science/hal-04103599
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    References listed on IDEAS

    as
    1. Schilling, Linda & Uhlig, Harald, 2019. "Some simple bitcoin economics," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 16-26.
    2. Fernández-Villaverde, Jesús & Sanches, Daniel, 2019. "Can currency competition work?," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 1-15.
    3. Makarov, Igor & Schoar, Antoinette, 2020. "Trading and arbitrage in cryptocurrency markets," Journal of Financial Economics, Elsevier, vol. 135(2), pages 293-319.
    4. Ricardo Lagos & Randall Wright, 2005. "A Unified Framework for Monetary Theory and Policy Analysis," Journal of Political Economy, University of Chicago Press, vol. 113(3), pages 463-484, June.
    5. Budish, Eric B., 2018. "The Economic Limits of Bitcoin and the Blockchain," Working Papers 279, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
    6. Albert S. Hu & Christine A. Parlour & Uday Rajan, 2019. "Cryptocurrencies: Stylized facts on a new investible instrument," Financial Management, Financial Management Association International, vol. 48(4), pages 1049-1068, December.
    7. Eric Budish, 2018. "The Economic Limits of Bitcoin and the Blockchain," NBER Working Papers 24717, National Bureau of Economic Research, Inc.
    8. Makarov, Igor & Schoar, Antoinette, 2020. "Trading and arbitrage in cryptocurrency markets," LSE Research Online Documents on Economics 100409, London School of Economics and Political Science, LSE Library.
    9. Athey, Susan & Parashkevov, Ivo & Sarukkai, Vishnu & Xia, Jing, 2016. "Bitcoin Pricing, Adoption, and Usage: Theory and Evidence," Research Papers 3469, Stanford University, Graduate School of Business.
    Full references (including those not matched with items on IDEAS)

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