Tag Archives: bitcoin

Cryptocurrency Conference May 2018

Agenda – Cryptocurreny Conference, 24 May 2018 (3)

 

At Anglia Ruskin University, Thursday 24 May 2018

09:00 – 09:30 Registration and refreshments

09:30 – 10:00 Welcome and opening remarks

Dr Larisa Yarovaya, Conference Chair

Prof Simon Down, Deputy Dean Research and Enterprise, Business School – Anglia Ruskin University

10:00 – 10:50 Keynote – The benefits and potential pitfalls of cryptocurrencies

Dr Shaen Corbet, Dublin City University Business School, Ireland

10:50 – 11:10 Refreshment break

11:10-12:40 Parallel Sessions A

A1: Portfolio, Diversification and Connectedness

A2: Comovements between cryptocurrencies

A3: PhD research in cryptocurrencies

12:40 – 13:20 Lunch

13:20 – 14:10 Keynote – Where does finance need to go in cryptocurrency research

Prof Brian Lucey, Trinity Business School – Trinity College Dublin, Ireland

14:15-15:45 Parallel Sessions B

B1: Bitcoin (in)efficiency

B2: Intraday Analysis

B3: Other issues in cryptocurrencies

15:45 – 16:00 Refreshment break

15:30 – 16:30 Round Table: Cryptocurrencies: opportunities and challenges in a digital age.

Moderator: Dr Larisa Yarovaya, Anglia Ruskin, UK.

16:30 – 17:00 Concluding remarks. Best Paper Award. Best Student Paper.

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Call for Papers: Cryptocurrency Research Conference 2018

I will be the keynote at a conference on Cryptocurrencies, sponsored by the Money, Macro Finance Association, May 24 2018.

The call for papers is here 

Bitcoin and “the denationalization of money”

Bitcoin is in the news again with the Winklevoss Twins testimonies and the indictment of some persons involved in a Bitcoin exchange.

There has been surprisingly little research on Bitcoin from academics. Partially this may reflect a disinterest, or a lack of knowledge of how it works, or a dismissive attitude towards it as ‘faddish’. That said, Bitcoin seems to be staying the course so far, and it would not be surprising to see more serious academic research emerging. It seems an ideal focus for monetary theorists. Here – Economics of Bitcoin – is one paper by Gerard Dwyer,  a very well respected economist (who also worked as a senior central banker).

It concludes very favourably for Bitcoin – “The design of Bitcoin and similar currencies does not have any inherent flaw

 

Bitcoin Bubble(s)

Bitcoin is soaring. I have previously noted a new test (The generalized sup-ADF test of Phillips for the technically minded : see https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=CEF2010&paper_id=69 if interested) for bubbles. Applied here we see not one but two bubbles in bitcoin. The shaed series is the test statistic, the light green line its critical value – when the test statistic is above the critical value, it suggests a bubble. Also imposed are the closing values of bitcoin v $US (from MtGeox exchange).
I leave the (pretty obvious) interpretation to yourselves…