Posts

Volatility in Cryptocurrency Markets
An application of the spotvolatility estimator from Hautsch et al (2019) to other cryptocurrencies
Dec 10, 2019 2 min read Blockchain
Distributed Ledger Technology and Settlement Latency
A companion piece to Hautsch et al (2019) on how latency enters blockchain-based settlement
Dec 3, 2019 7 min read Blockchain