Skip to main content

Research Repository

Advanced Search

Towards a taxonomy for crypto assets

Fry, John; Ibiloye, Olamide

Authors

Profile image of John Fry

Dr John Fry J.M.Fry@hull.ac.uk
Senior Lecturer in Applied Mathematics

Olamide Ibiloye



Abstract

We explore the taxonomy of cryptocurrencies and integrate our analysis with traditional ways of understanding financial assets. We thus classify crypto-currencies using the time series and distributional properties of returns. Cryptocurrencies appear inherently speculative in nature. The result is even more clear cut when time series measures of distance are used. Results tally with wider concerns raised regarding excessive volatility of stablecoins.

Citation

Fry, J., & Ibiloye, O. (2023). Towards a taxonomy for crypto assets. Cogent Economics and Finance, 11(1), Article 2207266. https://doi.org/10.1080/23322039.2023.2207266

Journal Article Type Article
Acceptance Date Apr 23, 2023
Online Publication Date May 1, 2023
Publication Date 2023
Deposit Date May 11, 2023
Publicly Available Date May 12, 2023
Journal Cogent Economics & Finance
Print ISSN 2332-2039
Publisher Taylor and Francis Group
Peer Reviewed Peer Reviewed
Volume 11
Issue 1
Article Number 2207266
DOI https://doi.org/10.1080/23322039.2023.2207266
Keywords Bitcoin; Cryptocurrency; Fin tech; Probability distribution; Statistics; Time series
Public URL https://hull-repository.worktribe.com/output/4288502
Additional Information Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.; Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=oaef20; Received: 2022-12-29; Accepted: 2023-04-23; Published: 2023-05-01

Files

Published article (765 Kb)
PDF

Publisher Licence URL
http://creativecommons.org/licenses/by/4.0

Copyright Statement
© 2023 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. The terms on which this article has been published allow the posting of the Accepted Manuscript in a repository by the author(s) or with their consent.




You might also like



Downloadable Citations