DIGITAL CURRENCIES
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
ONGOING RESEARCH PROJECTS:
"Digital Adoption and Cybersecurity: An Analysis of Canadian Businesses"
,
with Peter MacKenzie and Pujee Tuvaandorj
presented by Peter at Bank of Canada, Understanding and Correcting for Non-response Bias workshop, December, 2024
presented by Peter at Canadian Econometric Study Group (CESG) meetings, Toronto, October 2024
presented by Peter at Canadian Economic Association (CAE) meetings, Toronto June 2024
"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,
Journal of International Money and Finance , Vol 139, 102946
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
International Review of Economics and Finance , Volume 96, Part B, November 2024, 103658
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 Economic Modelling Volume 139, October 2024, 106782
"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
STUDENTS:
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
EVENTS:
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: Bank of Canada, Access to Cash and Financial Services workshop on March, 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"
EXTERNAL GRANTS:
MITACS Accelerate: "Cryptocurrency Adoption in Canada", intern: Peter MacKenzie, Partner Organization: Bank of Canada, 2024
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, 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; 2022 -2025
In-Kind RESEARCH SUPPORT:
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.
Extended to research on Canadian Survey of Cyber Security and Cybercrime, 2024.
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