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Currency baskets, stablecoins, libra etc (Part 1)
Published:
This note is based on our paper Giudici et al. (2021).
Stablecoins have become a major talking point in the cryptoasset domain. From the private sector, Facebook, amongst numerous others, have announced plans for their own privately issued stablecoin. In the most recent iteration of Facebooks proposition, the idea is to supply digital tokens that are pegged to major currencies, i.e. LibraUSD would be pegged to the US dollar. In addition, there will be another token whose value is derived from a weighted basket of the currencies provided on the platform. The exact composition of this basket and its targeted exchange rate is unspecified. With this research we ask the optimal structure of this basket. For this, we start from the assumption that the objective is to devise a digital currency whose exchange rate fluctuations are minimised against several currencies of the worlds major currencies.
portfolio
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publications
Spatial Regression Models to Improve P2P Credit Risk Management
Published in Frontiers in Artificial Intelligence, 2019
Recommended citation: Agosto, A., Giudici, P., & Leach, T. (2019). Spatial regression models to improve P2P credit risk management. Frontiers in Artificial Intelligence, 2, 6. https://doi.org/10.3389/frai.2019.00006
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers
Published in Finance Research Letters, 2021
We assess the advantages of basket based stablecoins with respect to single currency stablecoins.
Recommended citation: Giudici, P., Leach, T., & Pagnottoni, P. (2021). Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers. Finance Research Letters, 102054. https://doi.org/10.1016/j.frl.2021.102054
talks
Talk 1 on Relevant Topic in Your Field
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Conference Proceeding talk 3 on Relevant Topic in Your Field
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teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
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Teaching experience 2
Workshop, University 1, Department, 2015
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