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  • © 2020

Advanced Studies of Financial Technologies and Cryptocurrency Markets

  • Illustrates how studies on cryptocurrencies are becoming influential in the literature on finance
  • Presents insights into cryptocurrency markets to help readers gain an understanding of the future of financial markets
  • Explains how understanding financial markets has huge policy implications for avoiding financial disaster

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-vi
  2. Financial Innovations and Blockchain Applications: New Digital Paradigms in Global Cybersociety

    • Lukáš Pichl, Cheoljun Eom, Enrico Scalas, Taisei Kaizoji
    Pages 1-9
  3. Financial Contagion through Asset Price and Interbank Networks

    • Jun Sakazaki, Naoki Makimoto
    Pages 11-33
  4. A Response Function of Merton Model and Kinetic Ising Model

    • Masato Hisakado, Takuya Kaneko
    Pages 89-100
  5. Bitcoin’s Deviations from Satoshi’s World

    • Naoyuki Iwashita
    Pages 101-116
  6. Hodge Decomposition of Bitcoin Money Flow

    • Yoshi Fujiwara, Rubaiyat Islam
    Pages 117-137
  7. Time Series Analysis of Relationships Among Crypto-asset Exchange Rates

    • Takeshi Yoshihara, Tomoo Inoue, Taisei Kaizoji
    Pages 139-162
  8. Forecasting of Cryptocurrency Prices Using Machine Learning

    • Vasily Derbentsev, Andriy Matviychuk, Vladimir N. Soloviev
    Pages 211-231
  9. Bitcoin and Its Offspring: A Volatility Risk Approach

    • Walter Bazán-Palomino
    Pages 233-256

About this book

This book shows that research contributions from different fields—finance, economics, computer sciences, and physics—can provide useful insights into key issues in financial and cryptocurrency markets. Presenting the latest empirical and theoretical advances, it helps readers gain a better understanding of financial markets and cryptocurrencies.
 
Bitcoin was the first cryptocurrency to use a peer-to-peer network to prevent double-spending and to control its issue without the need for a central authority, and it has attracted wide public attention since its introduction. In recent years, the academic community has also started gaining interest in cyptocurrencies, and research in the field has grown rapidly. This book presents is a collection of the latest work on cryptocurrency markets and the properties of those markets.

This book will appeal to graduate students and researchers from disciplines such as finance, economics, financial engineering, computer science, physics and applied mathematics working in the field of financial markets, including cryptocurrency markets.

Editors and Affiliations

  • Department of Natural Sciences, International Christian University, Mitaka, Japan

    Lukáš Pichl

  • Department of Business Administration, Pusan National University, Busan, Korea (Republic of)

    Cheoljun Eom

  • Department of Mathematics, University of Sussex, Brighton, UK

    Enrico Scalas

  • Department of Economics and Business, International Christian University, Mitaka, Japan

    Taisei Kaizoji

About the editors

Lukas Pichl, International Christian University


Cheoljun Eom, Pusan National University


Enrico Scalas, University of Sussex


Taisei Kaizoji, International Christian University

Bibliographic Information

Buy it now

Buying options

eBook USD 99.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 129.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 129.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access