IDEAS home Printed from


by members of

Centre for Blockchain Technologies
University College London (UCL)
London, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end


  1. Teng Andrea Xu & Jiahua Xu, 2022. "A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols," Papers 2202.07742,
  2. Jiahua Xu & Yebo Feng, 2022. "Reap the Harvest on Blockchain: A Survey of Yield Farming Protocols," Papers 2210.04194,, revised Dec 2022.
  3. Teng Andrea Xu & Jiahua Xu & Kristof Lommers, 2022. "DeFi vs TradFi: Valuation Using Multiples and Discounted Cash Flow," Papers 2210.16846,


  1. Jiahua Xu & Nikhil Vadgama, 2021. "From banks to DeFi: the evolution of the lending market," Papers 2104.00970,, revised Dec 2022.
  2. Jiahua Xu & Krzysztof Paruch & Simon Cousaert & Yebo Feng, 2021. "SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) Protocols," Papers 2103.12732,, revised Dec 2022.
  3. Simon Cousaert & Jiahua Xu & Toshiko Matsui, 2021. "SoK: Yield Aggregators in DeFi," Papers 2105.13891,, revised Mar 2022.


  1. Daniel Perez & Sam M. Werner & Jiahua Xu & Benjamin Livshits, 2020. "Liquidations: DeFi on a Knife-edge," Papers 2009.13235,, revised Dec 2021.
  2. Teodor Godina & Serge Kassibrakis & Semyon Malamud & Alberto Teguia & Jiahua Xu, 2020. "Learning (Not) to Trade: Lindy's Law in Retail Traders," Swiss Finance Institute Research Paper Series 20-100, Swiss Finance Institute.


  1. Jiahua Xu & Benjamin Livshits, 2018. "The Anatomy of a Cryptocurrency Pump-and-Dump Scheme," Papers 1811.10109,, revised Aug 2019.


  1. de Roure, Calebe & Pelizzon, Loriana & Tasca, Paolo, 2016. "How does P2P lending fit into the consumer credit market?," Discussion Papers 30/2016, Deutsche Bundesbank.


  1. Aki-Hiro Sato & Paolo Tasca & Takashi Isogai, 2015. "Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective," Papers 1504.07152,, revised Feb 2017.


  1. de Roure, Calebe & Tasca, Paolo, 2014. "Bitcoin and the PPP Puzzle," LSE Research Online Documents on Economics 59291, London School of Economics and Political Science, LSE Library.


  1. Paolo Tasca & Stefano Battiston, "undated". "Diversification and Financial Stability," Working Papers CCSS-11-001, ETH Zurich, Chair of Systems Design.
  2. Paolo Tasca, "undated". "Overlapping Correlation Coefficient," Working Papers ETH-RC-13-004, ETH Zurich, Chair of Systems Design.
  3. Paolo Tasca & Stefano Battiston, "undated". "Market Procyclicality and Systemic Risk," Working Papers ETH-RC-12-012, ETH Zurich, Chair of Systems Design.
  4. Paolo Tasca & Pavlin Mavrodiev & Frank Schweitzer, "undated". "Quantifying the Impact of Leveraging and Diversification on Systemic Risk," Working Papers ETH-RC-13-003, ETH Zurich, Chair of Systems Design.

Journal articles


  1. Jiahua Xu, 2020. "Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market," North American Actuarial Journal, Taylor & Francis Journals, vol. 24(1), pages 36-56, January.


  1. Xu, Jiahua, 2019. "Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, vol. 3(2019-6), pages 1-20.
  2. Alexander Braun & Sebastian Utz & Jiahua Xu, 2019. "Are insurance balance sheets carbon-neutral? Harnessing asset pricing for climate change policy†," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(4), pages 549-568, October.
  3. Xu Jiahua, 2019. "Equity Incentives and Crash Risk in China’s A-Share Market," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 13(1), pages 1-18, January.
  4. Jiahua Xu & Lan Zou, 2019. "The impact of CEO pay and its disclosure on stock price crash risk: evidence from China," China Finance Review International, Emerald Group Publishing, vol. 9(4), pages 479-497, November.


  1. Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank, 2014. "Quantifying the impact of leveraging and diversification on systemic risk," Journal of Financial Stability, Elsevier, vol. 15(C), pages 43-52.



  1. Andreas Richardson & Jiahua Xu, 2020. "Carbon Trading with Blockchain," Springer Proceedings in Business and Economics, in: Panos Pardalos & Ilias Kotsireas & Yike Guo & William Knottenbelt (ed.), Mathematical Research for Blockchain Economy, pages 105-124, Springer.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.