Programme
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Crypto-currencies in a digital economy
16 – 17 November 2017
Einstein Center Digital Future, TU Berlin
Wilhelmstraße 67, 10117 Berlin Germany
You may find a list of all presentation abstracts here.
Thursday, 16.11.17
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09:00 – 09:30 |
Arrival and Registration |
09:30 – 09:45 |
Welcome Speech |
09:45 – 10:30 |
Michael Kumhof (Bank of England) The Macroeconomics of Central-Bank-Issued Digital Currencies |
10:30 – 11:00 |
Coffee Break |
Chair: Michael Burda |
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11:00 – 11:30 |
Wolfgang Karl Härdle (HU Berlin) Pricing Cryptocurrency options: with applications to CRIX |
11:30 – 12:00 |
Jörg Osterrieder (ZHAW) Cryptocurrencies – Not for the faint-hearted |
12:00 – 12:30 |
Simon Trimborn (NUS) Investing with cryptocurrencies - A liquidity constrained investment approach |
13:00 – 14:00 |
Lunch |
Chair: Wolfgang Karl Härdle |
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14:00 – 14:30 |
Cathy YH Chen (HU Berlin) Dynamic Topic Modelling and Crypto Fora |
14:30 – 14:50 |
Ying Chen (NUS) A sparse network autoregressive model for Cryptocurrencies |
14:50 – 15:10 |
Shi Chen & Chong Liang (KIT) Time-varying volatility estimation with high frequency Cryptocurrencies |
15:10 – 15:30 |
Florian Tschorsch (TU Berlin/ Einstein Center Digital Future) Towards a Distributed Route Selection for Payment Channel Networks |
15:30 – 16:00 |
Coffe break |
Chair: Hermann Elendner |
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16:00 – 16:30 |
Nicolas Brand (Lakestar) Blockchain technology, the tokenisation of the world and investing in the sector |
16:30 – 16:50 |
Vytautas Karalevičius (SpectroCoin.com/ KU Leuven University ) The impact of blockchain technology for securities transaction lifecycle |
16:50 – 17:10 |
Tobias Schulz (High-Tech Gründerfonds Management GmbH) ICOs and what I learned from a Bitcoin Millionaire |
17:10 – 17:30 |
Oliver Beige (Agnostic Consulting) Just another database format? Why economists should pay attention to blockchains. |
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Friday, 17.11.17
Chair: Stefan Lessmann |
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09:00 – 09:30 |
Breakfast |
09:30 – 10:00 |
Michael Burda (HU Berlin) The Macroeconomics of Digital Currrencies in Broad Brushstrokes |
10:00 – 10:30 |
Li Guo( SMU ) Understanding Latent Group Structure of Cryptocurrencies: Covariate-assisted Spectral Clustering for Dynamic Network |
10:30 – 11:00 |
Tony Klein & Thomas Walther (TU Dresden) Are Cryptocurrencies the New Gold? – A Portfolio-Based Analysis |
11:00 – 11:30 |
Coffee Break |
Coffee Break
Chair: Björn Scheuermann |
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11:30 – 12:00 |
Hermann Elendner (HU Berlin) The resiliency of crypto currency markets |
12:00 – 12:30 |
Paolo Giudici (University of Pavia) What determines the price in cryptocurrency markets? |
12:30 – 13:00 |
Anna Almosova (HU Berlin) Costs of the Digital Currency Provision from the Macroeconomic Prospective |
13:00 – 13:30 |
Coffee Break |
Chair: Simon Trimborn |
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16:00 – 16:30 |
Hao Cheng (SMU) What drives Bitcoin? |
13:50 – 14:10 |
Alla Petukhina (HU Berlin) Risk-based asset allocation strategies in Crypto-currency market |
14:10 – 14:30 |
Closing speech |
You may find a list of all presentation abstracts here.