Publications associées à Devise (monnaie)

Energy, SBS symptoms, and productivity in Swiss open-space offices: Economic evaluation of standard, actual, and optimum scenarios

Dusan Licina, Dolaana Khovalyg, Arnab Chatterjee, Verena Marie Barthelmes, Cecile Anne Berquand

The fundamental aspiration of new-generation high-performing buildings is to reduce energy use while securing indoor environmental quality conducive to human health and productivity. However, existing frameworks for identifying Key Performance Indicators ( ...

PERGAMON-ELSEVIER SCIENCE LTD2023

EOS: Efficient Private Delegation of zkSNARK Provers

Alessandro Chiesa, Yinuo Zhang

Succinct zero knowledge proofs (i.e. zkSNARKs) are powerful cryptographic tools that enable a prover to convince a verifier that a given statement is true without revealing any additional information. Their attractive privacy properties have led to much ac ...

Usenix Assoc2023

Monetary Independence And Rollover Crises

Jorge Mondragon Minero

This article shows that the inability to use monetary policy for macroeconomic stabilization leaves a government more vulnerable to a rollover crisis. We study a sovereign default model with self-fulfilling rollover crises, foreign currency debt, and nomin ...

OXFORD UNIV PRESS INC2022

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

Dominant currency debt

Semyon Malamud

We propose a “debt view” to explain the dominant international role of the dollar. Within a simple capital-structure model with debt-currency choice, we show that the “dominant currency” is the one that (1) depreciates in global downturns over horizons of ...

2022

Exchange Rate Analysis by Nonlinear Time Series Method

Maria-Alexandra Paun

A financial data analysis using the time series method has been performed. At the same time a correct interpretation of daily exchange rates fluctuations, for Eur foreign currencies is presented. The fractal dimension evaluation has been performed using th ...

AMER INST PHYSICS2020

Quantifying Endogeneity of Cryptocurrency Markets

Thomas Alois Weber, Michael Mark

We construct a ‘reflexivity’ index to measure the activity generated endogenously within a market for cryptocurrencies. For this purpose, we fit a univariate self-exciting Hawkes process with two classes of parametric kernels to high-frequency trading data ...

2022

Poster: LocalCoin: An Ad-hoc Payment Scheme for Areas with High Connectivity

Boi Faltings, Sujit Prakash Gujar, Dimitrios Chatzopoulos

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

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Loriano Mancini, Angelo Ranaldo

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 ...

Wiley-Blackwell2013