Blockchain analytics for intraday financial risk modeling
Abstract
Blockchain offers the opportunity to use the transaction graph for financial governance, yet properties of this graph are understudied. One key question in this direction is the extent to which the transaction graph can serve as an early-warning indicator for large financial losses. In this article, we demonstrate the impact of extreme transaction graph activity on the intraday volatility of the Bitcoin prices series. Specifically, we identify...
Paper Details
Title
Blockchain analytics for intraday financial risk modeling
Published Date
Aug 20, 2019
Journal
Volume
1
Issue
1-4
Pages
67 - 89
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