Crypto Really (Really) Wants a Bitcoin ETF
The crypto universe has spoken. They want an SEC-approved bitcoin ETF and they want it now.
View ArticleIntercontinental Exchange Completes Acquisition Of TMC Bonds
Intercontinental Exchange (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today announced that it has completed its acquisition of TMC...
View ArticleCFTC’s Giancarlo And Tuckman Respond To Vatican Criticism Of Derivatives
Commodity Futures Trading Commission (CFTC) Chairman J. Christopher Giancarlo and Chief Economist Bruce Tuckman penned a letter in defense of derivatives in response to the Bollettino published by the...
View ArticleVice Chairman For Supervision Randal K. Quarles Sworn In For Second Term As...
Vice Chairman for Supervision Randal K. Quarles was sworn in for his second term as a member of the Board of Governors of the Federal Reserve System on Monday. The oath of office was administered by...
View ArticleUS Chamber of Commerce Calls for Clarity on ICOs
The U.S. Chamber of Commerce urged the SEC and CFTC to provide clear guidance on initial coin offerings to encourage more token sales to launch.
View ArticleCrypto Stock Exchange Operator Pleads Guilty to Fraud
Jon Montroll, who ran the now-defunct bitcoin investment platform BitFunder, has plead guilty to securities fraud and obstruction of justice charges.
View ArticleIs VIX still the investor fear gauge? Evidence for the US and BRIC markets....
We investigate the relationships of the VIX with US and BRIC markets. In detail, we pick up the analysis from the point left off by (Sarwar, 2012), and we focus on the period: Jan 2007 - Feb 2018, thus...
View ArticleUtility maximization with proportional transaction costs under model...
We consider a discrete time financial market with proportional transaction costs under model uncertainty, and study a semi-static utility maximization for the case of exponential utility preference....
View ArticleFrom Bitcoin to Bitcoin Cash: a network analysis. (arXiv:1804.02350v2...
Bitcoins and Blockchain technologies are attracting the attention of different scientific communities. In addition, their widespread industrial applications and the continuous introduction of...
View ArticleAtomic Swaptions: Cryptocurrency Derivatives. (arXiv:1807.08644v1 [cs.CR])
The atomic swap protocol allows for the exchange of cryptocurrencies on different blockchains without the need to trust a third-party. However, market participants who desire to hold derivative assets...
View ArticleAn Impossibility Theorem for Wealth in Heterogeneous-agent Models without...
We show that in heterogeneous-agent dynamic general equilibrium models that feature only idiosyncratic income risk, the wealth distribution inherits the tail behavior of income shocks such as...
View ArticleScore Permutation Based Finite Sample Inference for Generalized...
A standard model of (conditional) heteroscedasticity, i.e., the phenomenon that the variance of a process changes over time, is the Generalized AutoRegressive Conditional Heteroskedasticity (GARCH)...
View ArticleLiquidity in Competitive Dealer Markets. (arXiv:1807.08278v1 [q-fin.TR])
We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by...
View ArticleBackward SDEs for Control with Partial Information. (arXiv:1807.08222v1...
This paper considers a non-Markov control problem arising in a financial market where asset returns depend on hidden factors. The problem is non-Markov because nonlinear filtering is required to make...
View ArticleUK Central Bank Says New Payments System Will Be Blockchain Friendly
The Bank of England confirmed it is going to update its Real-Time Gross Settlement system to potentially interact with blockchain-based forms.
View ArticleFurther Optimizing Corporate Governance Structure, And Duly Fulfilling The...
Recently, Shenzhen Stock Exchange (“SZSE”) issued an amended version of the Charter of Shenzhen Stock Exchange (hereinafter referred to as the "Charter").read more...
View ArticleExternal Report On Fees And Costs Disclosure Welcomed By ASIC
The Australian Securities and Investments Commission (ASIC) has today released the external report into Regulatory Guide 97 Fees and costs disclosure (RG 97) commissioned in November 2017.read more...
View ArticleShenzhen Stock Exchange Publicly Denounces Changsheng Bio-Technology
The State Drug Administration notified on July 15 that Changchun Changsheng Bio-technology Co., Ltd. (hereinafter as “Changchun Changsheng”), subsidiary of Changsheng Bio-technology Co. Ltd....
View ArticleA New Bitcoin Wallet Fulfills an Old Privacy Promise
These cypherpunk crypto wallet projects want to bring fungibility to bitcoin.
View ArticleBitcoin Price Climbs Back Above $8k to Reach 60-Day High
Bitcoin's price jumped by $200 within two hours on Wednesday and passed $8,000 for the first time in two months, data shows.
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