Free Registration
The 2nd Crypto Asset Lab Conference Program
October 27, 2020
See also the CAL conference main page.
Plenary Session, 15:00 CET (UTC+1)
| Watch onYouTube |
CAL2020
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Introduction |
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| Lucia Alessi, DG Joint Research Centre, European Commission | |
| Ferdinando M. Ametrano, Digital Gold Institute and Università Milano-Bicocca | |
| Paola A. Bongini, University of Milano-Bicocca | |
Welcome Address |
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| Giovanna Iannantuoni, Università Milano-Bicocca | |
Keynote Speech: Bloggers and Bitcoin Prices: A Textual Machine Learning Analysis (sildes) |
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| Eric Ghysels, University of North Carolina at Chapel Hill |
Parallel Sessions, 16:00 CET (UTC+1)
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Crypto-Economics SessionModerator: Paola A. Bongini,
Università Milano-Bicocca
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What makes private stablecoins stable? Mario Bellia, DG Joint Research Centre - European Commission Sebastian Schich, Organisation for Economic Co-operation and Development Presented by Mario Bellia |
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Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers Paolo Pagnottoni, Politecnico di Milano Paolo Giudici, Università degli Studi di Pavia Thomas Leach, Università degli Studi di Pavia Presented by Paolo Pagnottoni |
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The cryptocurrency frontier in monetary engineering, (slides) Ferdinando M. Ametrano, Digital Gold Institute and Università Milano-Bicocca |
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Crypto Covered Interest Parity Deviations, (slides) Alexander Valentin, Goethe University Frankfurt Friedrich-Carl Franz, Goethe University Frankfurt Presented by Alexander Valentin |
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Why fixed costs matter for Proof-of-Work based cryptocurrencies, (slides) Maarten van Oordt, Bank of Canada Rodney Garratt, University of California, Santa Barbara Presented by Maarten van Oordt |
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Legal and Regulatory SessionModerator: Francesca Mattassoglio,
Università Milano-Bicocca
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The classification of tokens and its regulatory implications, (slides) Riccardo de Caria, University of Turin |
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Cryptocurrency Regulation in the EU AML Regime: the path towards effective harmonization?, (slides) Eduardo Silva de Freitas, K.U. Leuven |
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Company Law during the Blockchain Revolution. The rise of “CorpTech”, (slides) Salvatore Luciano Furnari, Università di Roma Tor Vergata, Studio Legale Lener & Partners Raffaele Lener, Università di Roma Tor Vergata, Studio Legale Lener & Partners Presented by Salvatore Luciano Furnari |
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Quantitative Modelling SessionModerator: Gianna
Figà-Talamanca, University of Perugia
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Financial risk management for cryptocurrencies: a quantitative analysis, (slides) Eline Van der Auwera, K.U. Leuven Wim Schoutens, K.U. Leuven Marco Petracco Giudici, DG Joint Research Centre - European Commission Lucia Alessi, DG Joint Research Centre - European Commission Presented by Eline Van der Auwera |
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The changing nature of cryptocurrencies. An analysis of Bitcoin and its copies during their clonings, (slides) Thomas H. A. Joubert, LEMMA, University Paris II Panthéon-Assas |
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Multivariate hidden Markov model for cryptocurrency, (slides) Fulvia Pennoni, Università Milano-Bicocca Francesco Bartolucci, University of Perugia Gianfranco Forte, Università Milano-Bicocca Ferdinando M. Ametrano, Digital Gold Institute and Università Milano-Bicocca Presented by Fulvia Pennoni |
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Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model, (slides) Alexis Derviz, Monetary Dept., Czech National Bank |
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Investments SessionModerator: Gianfranco Forte, University of
Milano-Bicocca
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Monetary flows and feedback trading in cryptocurrency markets: Effects of stablecoin transfers on Bitcoin returns and trading volume, (slides) Lennart Ante, Blockchain Research Lab, University of Hamburg Ingo Fiedler, Blockchain Research Lab, University of Hamburg, Concordia University Elias Strehle, Blockchain Research Lab Presented by Lennart Ante |
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On the performance of cryptocurrency funds, (slides) Daniele Bianchi, School of Economics and Finance, Queen Mary, University of London Mykola Babiak, Lancaster School of Management Presented by Daniele Bianchi |
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Herding behaviour in cryptocurrency markets, (slides) Nikolaos A. Kyriazis, Department of Economics, University of Thessaly |
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Does mining fuel bubbles? An experimental study on cryptocurrency markets, (slides) Marco Lambrecht, University of Heidelberg and Hanken School of Economics (Helsinki) Andis Sofianos, University of Heidelberg Yilong Xu, University of Heidelberg Presented by Marco Lambrecht |
Plenary Session, 18:00 CET (UTC+1)
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Panel Session: Developments in Crypto-Assets Policy and RegulationModerator: Antonella
Sciarrone Alibrandi, Università Cattolica del Sacro Cuore
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| Filippo Annunziata, Bocconi University (slides) | Maria Teresa Chimienti, European Central Bank (slides) |
| Marco Petracco Giudici, DG Joint Research Centre, European Commission (slides) | |
| Dirk Andreas Zetzsche, University of Luxembourg (slides) |
CAL2020 Organizing Committee
- Program Chairs
- Ferdinando M. Ametrano, Digital Gold Institute and Università Milano-Bicocca
- Paola A. Bongini, Università Milano-Bicocca
- General Chair
- Lucia Mandelli, Digital Gold Institute
- Paolo Mazzocchi, Digital Gold Institute
- Program Committee - Academic Perspective
- Lucia Alessi, DG Joint Research Centre - European Commission
- Filippo Annunziata, Bocconi University
- Fabio Bellini, Università Milano-Bicocca
- Luca Fantacci, Bocconi University
- Gianna Figà-Talamanca, University of Perugia
- Gianfranco Forte, Università Milano-Bicocca
- Paolo Giudici, University of Pavia
- Daniele Marazzina, Politecnico di Milano
- Francesca Mattassoglio, Università Milano-Bicocca
- Andrea Perrone, Università Cattolica del Sacro Cuore
- Marco Petracco Giudici, DG Joint Research Centre - European Commission
- Antonella Sciarrone Alibrandi, Università Cattolica del Sacro Cuore
- Program Committee - Business and Technical Perspective
- Riccardo Casatta, Blockstream
- Gregorio De Felice, Intesa Sanpaolo
- Paolo Gianturco, Deloitte Consulting
- Elaine Ou, Global Financial Access
