Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers
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Keywords: Cryptocurrencies; Fintech; Stablecoins; Spillover; Variance decomposition.;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MON-2020-03-02 (Monetary Economics)
- NEP-PAY-2020-03-02 (Payment Systems & Financial Technology)
- NEP-RMG-2020-03-02 (Risk Management)
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