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06/15/2023
What Drives the (In)stability of a Stablecoin?
In May 2022, an apparent speculative attack, followed by market panic, l...
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03/28/2023
Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data
We investigate the theoretical and empirical relationships between activ...
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12/23/2022
Designing Autonomous Markets for Stablecoin Monetary Policy
We develop a new type of automated market maker (AMM) that helps to main...
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09/18/2021
Decentralized Governance of Stablecoins with Option Pricing
We model incentive security in non-custodial stablecoins and derive cond...
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02/02/2021
Optimal Intervention in Economic Networks using Influence Maximization Methods
We consider optimal intervention in the Elliott-Golub-Jackson network mo...
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01/21/2021
SoK: Decentralized Finance (DeFi)
Decentralized Finance (DeFi), a blockchain powered peer-to-peer financia...
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06/22/2020
Stablecoins 2.0: Economic Foundations and Risk-based Models
Stablecoins are one of the most widely capitalized type of cryptocurrenc...
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12/16/2019