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Unemployment differentials are bigger in Europe than in the United States. Migration responds to unemployment differentials, though the response is smaller in Europe. Mundell (1961) argued that factor mobility is a precondition for a successful currency un ...
2018
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The popularity of digital currencies, especially cryptocurrencies, has been continuously growing since the appearance of Bitcoin. Bitcoin is a peer-to-peer (P2P) cryptocurrency protocol enabling transactions between individuals without the need of a truste ...
Assoc Computing Machinery2016
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TED has become a powerful vector for disseminating information and consequently influencing public opinion on a broad range of subjects. While TED talks are immensely popular (Sugimoto et al., 2013), there has not been much scholarly research on this form ...
This thesis is structured in three chapters, each pertaining to a specific problem in financial economics. The first chapter, titled 'High-Frequency Jump Analysis of the Bitcoin Market' and co-authored with Prof. Olivier Scaillet and Adrien Treccani of the ...
Ultra-low-power design has been a challenging area for design of the sensor front-ends especially in the area of Wireless Body Sensor Nodes (WBSN), where a limited amount of power budget and hardware resources are available. Since introduction of Compresse ...
This paper revisits the question of the appropriate domain of a currency area using a New-Keynesian open economy model in which the world is split in two areas, each framed as a continuum of small open regions. We show that the adoption of a common currenc ...
We provide the first systematic study of liquidity in the foreign exchange market. We find significant variation in liquidity across exchange rates, substantial illiquidity costs, and strong commonality in liquidity across currencies and with equity and bo ...
Designing a secure permissionless distributed ledger (blockchain) that performs on par with centralized payment processors, such as Visa, is a challenging task. Most existing distributed ledgers are unable to scale-out, i.e., to grow their total processing ...
While pump-and-dump schemes have attracted the attention of cryptocurrency observers and regulators alike, this paper represents the first detailed empirical query of pump-and-dump activities in cryptocurrency markets. We present a case study of a recent p ...
The popularity of digital currencies, especially cryptocurrencies, has been continuously growing since the appearance of Bitcoin. Bitcoin is a peer-to-peer (P2P) cryptocurrency protocol enabling transactions between individuals without the need of a truste ...