Imagen de Portada

Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Jones, Elliot, Matsui, Toshiko, Knottenbelt, William
Formato:	Preprint
Publicado:	2026
Materias:	Computational Engineering, Finance, and Science
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets
por: Bui, Duc, et al.
Publicado: (2026)

Implementation and Security Analysis of Cryptocurrencies Based on Ethereum
por: Gao, Pengfei, et al.
Publicado: (2025)

Cryptocurrency Risk, Trust, and Acceptance in Thailand: A Comparative Study with Switzerland
por: Suriyan, Kanyanut, et al.
Publicado: (2024)

Blockchain and Stablecoin Integration for Crowdfunding: A framework for enhanced efficiency, security, and liquidity
por: Unsal, Mustafa Savas
Publicado: (2025)

The Hidden Plumbing of Stablecoins: Financial and Technological Risks in the GENIUS Act Era
por: Aronoff, Daniel, et al.
Publicado: (2026)

MStableChain: Towards Multi-Native Stablecoins in EVM-Compatible Blockchain for Stable Fee and Mass Adoption
por: Li, Mingzhe, et al.
Publicado: (2024)

Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
por: Chen, Qizhao
Publicado: (2025)

UKFin+: A Research Agenda for Financial Services
por: Chen, Jing, et al.
Publicado: (2024)

Decoding Market Emotions in Cryptocurrency Tweets via Predictive Statement Classification with Machine Learning and Transformers
por: Tash, Moein Shahiki, et al.
Publicado: (2026)

Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
por: Peik, Arash, et al.
Publicado: (2025)

StableAML: Machine Learning for Behavioral Wallet Detection in Stablecoin Anti-Money Laundering on Ethereum
por: Juvinski, Luciano, et al.
Publicado: (2026)

Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
por: Dalen, Shaw
Publicado: (2025)

Intertemporal Pricing of Time-Bound Stablecoins: Measuring and Controlling the Liquidity-of-Time Premium
por: Borjigin, Ailiya, et al.
Publicado: (2025)

No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
por: Cruz, Walter Hernandez, et al.
Publicado: (2024)

Mechanistic Modeling and Analysis of Thermal Radiation in Conventional, Microwave-assisted, and Hybrid Freeze Drying for Biopharmaceutical Manufacturing
por: Srisuma, Prakitr, et al.
Publicado: (2023)

Koedds: A National Real Estate Investment Analysis
por: Kouma, Sean, et al.
Publicado: (2025)

Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
por: Peik, Arash, et al.
Publicado: (2024)

Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges
por: Wu, Xintong, et al.
Publicado: (2024)

Networked Markets, Fragmented Data: Adaptive Graph Learning for Customer Risk Analytics and Policy Design
por: Zheng, Lecheng, et al.
Publicado: (2025)

Compliance-Aware Agentic Payments on Stablecoin Rails
por: See, Kenneth, et al.
Publicado: (2026)

Network Analysis of Uniswap: Centralization and Fragility in the Decentralized Exchange Market
por: Yan, Tao, et al.
Publicado: (2025)

The Loss Landscape of Powder X-Ray Diffraction-Based Structure Optimization Is Too Rough for Gradient Descent
por: Segal, Nofit, et al.
Publicado: (2025)

Physics-Informed Surrogates for Temperature Prediction of Multi-Tracks in Laser Powder Bed Fusion
por: Safari, Hesameddin, et al.
Publicado: (2025)

Tokenized but Illiquid? Evidence from Real-World Asset Markets
por: Mafrur, Rischan
Publicado: (2026)

AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
por: Fan, Tianyu, et al.
Publicado: (2025)

Agent-Based Simulation of a Financial Market with Large Language Models
por: Hashimoto, Ryuji, et al.
Publicado: (2025)

MulFSA: Multi-level Financial Sentiment Analysis Framework for Bond Market
por: Liu, Yiwei, et al.
Publicado: (2025)

Aligning LLMs with Human Instructions and Stock Market Feedback in Financial Sentiment Analysis
por: Zhao, Zijie, et al.
Publicado: (2024)

Measuring Investor Learning in Private Markets: A Sequential LLM-Bayesian Analysis of Expert Network Calls
por: Chai, Yidong, et al.
Publicado: (2025)

Impact of Major Health Events on Pharmaceutical Stocks: A Comprehensive Analysis Using Macroeconomic and Market Indicators
por: Maleki, Morteza, et al.
Publicado: (2024)

SoK: Stablecoins for Digital Transformation -- Design, Metrics, and Application with Real World Asset Tokenization as a Case Study
por: Zhang, Luyao
Publicado: (2025)

JANUS: A Stablecoin 3.0 Blueprint for Navigating the Stablecoin Trilemma Through Dual-Token Design, Multi-Collateralization, Soft Peg, and AI-Driven Stabilization
por: Kampakis, Stylianos
Publicado: (2024)

CTBench: Cryptocurrency Time Series Generation Benchmark
por: Ang, Yihao, et al.
Publicado: (2025)

The Limits of Conditional Volatility: Assessing Cryptocurrency VaR under EWMA and IGARCH Models
por: Kaur, Ekleen
Publicado: (2026)

When Agent Markets Arrive
por: Liu, Xuan, et al.
Publicado: (2026)

Beyond TVL: An Explainable Risk Scoring Framework for Tokenized Real-World Assets
por: Mafrur, Rischan, et al.
Publicado: (2026)

Deep Reinforcement Learning Based Toolpath Generation for Thermal Uniformity in Laser Powder Bed Fusion Process
por: Qin, Mian, et al.
Publicado: (2024)

Blockchain and Carbon Markets: Standards Overview
por: Baiz, Pedro
Publicado: (2024)

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
por: Cao, Bokai, et al.
Publicado: (2025)

Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
por: Cheng, Qishuo, et al.
Publicado: (2024)