Research supported by York University's Catalyzing Interdisciplinary Research Cluster: 2022-2024, co-PI: Henry Kim SSB, York University

    Digital Currencies Website

    Digital Currencies on Linked-in


    "Digital Divide: Empirical Study of CIUS 2020" Download with Peter MacKenzie and Pujee Tuvaandorj

    presented by Peter at Canadian Econometric Study Group (CESG) meetings, Hamilton, October 2023

    presented by Peter at Canadian Economic Association (CAE) meetings, Winnipeg June 2023, Bank of Canada organized Session

    presented by Peter and myself at the CBDC Econ Working Group seminar, Bank of Canada, February 23, 2023

    presented by Peter at the 13th CEQURA Conference on Advances in Financial and Insurance Risk Management, organized by the Society for Financial and Insurance Econometrics, University of Munich, Germany, October 7, 2022.

    First Prize Student Presentation by Peter at the 48th meeting of the Atlantic Canada Economics Association at Dalhousie University, October 14-16, 2022.

    "Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether" Download with A. Djogbenou and E. Inan

    presented by Emre at Canadian Econometric Study Group (CESG) meetings, Hamilton, October 2023

    presented by Emre at the Canadian Economic Association (CEA) meetings, Ottawa May 4-5, 2022

    presented by Emre at CMStatistics 2022, Computational and Methodological Statistics, December 17-19, King's College, London UK

    "Intraday and Daily Dynamics of Cryptocurrency" Download with Cheng Zhong

    presented by Cheng at Canadian Economic Association meetings, Winnipeg June 2023

    presented by Cheng at at 1st CIREQ Interdisciplinary Conference on Big Data and Artificial Intelligence 15-16 June 2023 Montreal, Quebec

    "Modelling Common Bubbles in Cryptocurrency Prices" Download with M. Hall

    "Tests for No-Arbitrage in Cryptocurrency Markets" , with A. Djogbenou, E. Inan, and R. Sufana

    "Understanding Public Perception of Bitcoin Prices: Insights from Survey Data ", with D. Balutel

    "Optimization Methods for Generalized Covariance Estimator with an Application to Cryptocurrency", with F. Giancaterini and A. Manafi-Neyazi


    2022-2024: post-doctorate student and MITACS intern at Bank of Canada: Daniela Balutel (PhD Universite d'Orleans 2021)

    2022: post-doctorate research associate: Michelle Tong (PhD York University 2021)

    2022-2024: Emre Inan

    2022-2024: Peter Mackenzie

    2023-2024: Cheng Zhong

    2023-2024: Francesco Giancaterini, PhD student, Maastricht University, Netherlands

    2023-2024: Aryan Manafi-Neyazi


    seminar: Daniela Balutel: Gender Differences in Digital and Financial Literacy of Cryptoassets Owners? March 22, 4:00 PM to 5:30 PM in Vari Hall 1063

    attended: Access to Cash and Financial Services workshop held at the Bank of Canada on March 27-28, 2023.

    Invited Session on "Dynamic Analysis of Cryptocurrency" at CMStatistics 2022 - Computational and Methodological Statistics- December 17-19, King's College, London UK
    speakers: P. Sadorsky (Schulich School of Business), C. Gourieroux (U of T), E. Inan (PhD student, York) and F. Giancaterini (PhD student, Maastricht University)

    seminar: Kerem Tuzcuoglu (Bank of Canada) "Sectoral Uncertainty" (joint paper with Efrem Castelnuovo and Luis Uzeda), 4:00 PM to 5:30 PM in Vari Hall 1063, November 11, 2022

    seminar: Daniela Balutel; Private digital cryptoassets as investment? Bitcoin ownership and usage in Canada, 2016-2021; 12 to 1 pm, Vari Hall 1063, October 25, 2022

    Bank of Canada workshop June 7, 2022
    with guest speakers: Kim Huynh (Senior Research Advisor, Currency Department, BoC) , Marcel Voia (Universite d'Orleans and BoC), Chris Henry (Senior Economist, Currency Department, BoC) and Daniela Balutel (PhD Universite d'Orleans (2021)

    "Private Digital Cryptoassets as Investment? Bitcoin Ownership and Usage in Canada, 2016-2021"

    "What Drives Exists from Bitcoin Market? Evidence from Canada"


    MITACS Globalink Research Award: "Optimization Methods for Generalized Covariance Estimator with an Application to Cryptocurrency", interns: Francesco Giancaterini, Maastricht University, Netherlands and Aryn Manafi-Neyazi, International Supervisor: Alain Hecq, Maastricht University, approved September 06, 2023

    MITACS Accelerate: "Past and Current Bitcoin Adopters in Canada", Post-doctorate visitor and MITACS intern: Daniela Balutel (PhD Universite d'Orleans), Partner Organization: Bank of Canada, collaborators: Kim P. Huynh, M. Voia; approved on August 23, 2022


    Statistics Canada: Research Project "Digital Inclusion" 21-MAPA_YRK-7219 approved by Statistics Canada on December 21, 2021; data on Canadian Internet Use Survey (CIUS) 2020 as in-kind support provided at York Statistics Research Data Centre (RDC).
    Extended to research on Survey of Digital Technology and Internet Use, March 2023.