报告题目:How Crises Impact Stablecoin Trading Behaviors?
报告时间:2024年7月26日上午10:00
报告地点:计算机学院B405会议室
报告人:王也
报告人国籍:中国
报告人单位:澳门大学
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报告人简介:王也是澳门大学科技学院电脑与资讯科学系以及工商管理学院亚太经济与管理研究所的双聘助理教授,在苏黎世联邦理工学院获得博士和硕士学位,在北京大学获得学士学位。王也教授一直从事数字经济、区块链、算法博弈论和信息安全的研究。王也教授在国际知名期刊和会议发表学术论文数十篇。研究成果广泛发表在S&P、CHI、WINE、CSCW、IJCAI、WWW等顶级会议和AEA P&P、TCS、JPDC、JHTR等顶级期刊上。并获得JHTR 2023年度最佳论文、2nd Annual CBER Conference的最佳论文和IJTCS-FAW 2023的最佳论文提名,CSIAM金融科技与算法专委会2023年会优秀论文。王也教授在国际知名计算机科学学术会议担任领域副主席以及程序委员会成员,包括CHI、CSCW、WINE、FC等等,也担任了Blockchain期刊的青年编委。王也教授曾获主持过1项澳门科学技术发展基金项目,并参与1项澳门科学技术发展基金与国家科技部联合科研资助项目。王也教授是CCF(中国计算机学会)会员、CSIAM(中国工业与应用数学学会)会员和中国电子学会会员,CCF计算经济学专委会执委,CSIAM区块链专委会副秘书长。
报告摘要:Stablecoins bridge the traditional fiat currency system and the cryptocurrency sector but are vulnerable to market shocks that can trigger crises from both sides. We have developed a novel dataset of transaction-level data for eight major stablecoins to analyze trading activities during stress events. Our study covers a sample period marked by four significant crisis events: the Terra-Luna collapse, the FTX failure, the suspension of Binance USD issuance, and the Silicon Valley Bank crisis. We explore four research questions to analyze how shocks from different sources affect investors' security allocation and investment activities within the blockchain ecosystem and examine the impact of various stabilization mechanisms on traders' market behaviors during crises. Our findings reveal that, unlike traditional market investors, crypto investors exhibit a relative desire for safety, indicating a higher risk tolerance, which suggests further development on financial stability in the crypto ecosystem.
邀请人:程大钊
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