報(bào)告題目：How Crises Impact Stablecoin Trading Behaviors?
報(bào)告時(shí)間：2024年7月26日上午10:00
報(bào)告地點(diǎn)：437bwin必贏國(guó)際官網(wǎng)B405會(huì)議室
報(bào)告人：王也
報(bào)告人國(guó)籍：中國(guó)
報(bào)告人單位：澳門大學(xué)
報(bào)告人簡(jiǎn)介：王也是澳門大學(xué)科技學(xué)院電腦與資訊科學(xué)系以及工商管理學(xué)院亞太經(jīng)濟(jì)與管理研究所的雙聘助理教授，在蘇黎世聯(lián)邦理工學(xué)院獲得博士和碩士學(xué)位，在北京大學(xué)獲得學(xué)士學(xué)位。王也教授一直從事數(shù)字經(jīng)濟(jì)、區(qū)塊鏈、算法博弈論和信息安全的研究。王也教授在國(guó)際知名期刊和會(huì)議發(fā)表學(xué)術(shù)論文數(shù)十篇。研究成果廣泛發(fā)表在S&P、CHI、WINE、CSCW、IJCAI、WWW等頂級(jí)會(huì)議和AEA P&P、TCS、JPDC、JHTR等頂級(jí)期刊上。并獲得JHTR 2023年度最佳論文、2nd Annual CBER Conference的最佳論文和IJTCS-FAW 2023的最佳論文提名，CSIAM金融科技與算法專委會(huì)2023年會(huì)優(yōu)秀論文。王也教授在國(guó)際知名計(jì)算機(jī)科學(xué)學(xué)術(shù)會(huì)議擔(dān)任領(lǐng)域副主席以及程序委員會(huì)成員，包括CHI、CSCW、WINE、FC等等，也擔(dān)任了Blockchain期刊的青年編委。王也教授曾獲主持過1項(xiàng)澳門科學(xué)技術(shù)發(fā)展基金項(xiàng)目，并參與1項(xiàng)澳門科學(xué)技術(shù)發(fā)展基金與國(guó)家科技部聯(lián)合科研資助項(xiàng)目。王也教授是CCF（中國(guó)計(jì)算機(jī)學(xué)會(huì)）會(huì)員、CSIAM（中國(guó)工業(yè)與應(yīng)用數(shù)學(xué)學(xué)會(huì)）會(huì)員和中國(guó)電子學(xué)會(huì)會(huì)員，CCF計(jì)算經(jīng)濟(jì)學(xué)專委會(huì)執(zhí)委，CSIAM區(qū)塊鏈專委會(huì)副秘書長(zhǎng)。
報(bào)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.
邀請(qǐng)人：程大釗
